Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 25 results in range #1 to #25.

Optimal Stopping of Seasonal Observations and Projection of a Markov Chain: Label: en
A Stieltjes Approach to Static Hedges: Label: en
Solution of Optimal Stopping Problem Based on a Modification of Payoff Function: Label: en
A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility: Label: en
Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results: Label: en
Multiasset Derivatives and Joint Distributions of Asset Prices: Label: en
Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck Process: Label: en
On the First Passage Time Under Regime-Switching with Jumps: Label: en
Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting: Label: en
A Time Before Which Insiders Would not Undertake Risk: Label: en
Low-Dimensional Partial Integro-differential Equations for High-Dimensional Asian Options: Label: en
New Approximations in Local Volatility Models: Label: en
On the Pricing of Perpetual American Compound Options: Label: en
Some Extensions of Norros’ Lemma in Models with Several Defaults: Label: en
Maximally Acceptable Portfolios: Label: en
Yield Curve Smoothing and Residual Variance of Fixed Income Positions: Label: en
Conditional Default Probability and Density: Label: en
Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient: Label: en
Three Essays on Exponential Hedging with Variable Exit Times: Label: en
Optimal Investment with Bounded VaR for Power Utility Functions: Label: en
An f-Divergence Approach for Optimal Portfolios in Exponential Lévy Models: Label: en
A Note on Market Completeness with American Put Options: Label: en
Dynamic Hedging of Counterparty Exposure: Label: en
Real Options with Competition and Incomplete Markets: Label: en
Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates: Label: en