The following pages link to David C. Heath (Q1169393):
Displaying 50 items.
- (Q854280) (redirect page) (← links)
- Consistency among trading desks (Q854281) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- (Q1072725) (redirect page) (← links)
- Linear subdivision is strictly a polynomial phenomenon (Q1072726) (← links)
- On the adequacy of pseudy-random number generators (or: How big a period do we need?) (Q1084828) (← links)
- A note on the performance of limited entry queuing systems (Q1169395) (← links)
- Interpolation of martingales (Q1246197) (← links)
- On finitely additive priors, coherence, and extended admissibility (Q1249391) (← links)
- Coherent inference from improper priors and from finitely additive priors (Q1263176) (← links)
- How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails (Q1305410) (← links)
- Bandit problems with infinitely many arms (Q1374228) (← links)
- Patterns of buffer overflow in a class of queues with long memory in the input stream (Q1379720) (← links)
- Modelling the stochastic dynamics of volatility for equity indices (Q1415625) (← links)
- Discrete and continuous ratchets: From coin toss to molecular motor (Q1599859) (← links)
- Red-and-black with unknown win probability (Q1845531) (← links)
- Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233) (← links)
- A benchmark approach to quantitative finance (Q2509124) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- Martingales versus PDEs in finance: an equivalence result with examples (Q2725292) (← links)
- Coherent Measures of Risk (Q2757301) (← links)
- Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models (Q2757527) (← links)
- (Q2760384) (← links)
- A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets (Q2770981) (← links)
- (Q2771115) (← links)
- PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL (Q3022081) (← links)
- APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES (Q3125788) (← links)
- Leaving an interval in limited playing time (Q3203779) (← links)
- Internal Telephone Billing Rates—A Novel Application of Non-Atomic Game Theory (Q3208424) (← links)
- On Means with Countably Additive Continuities (Q3335995) (← links)
- With Respect to Tail Sigma Fields, Standard Measures Possess Measurable Disintegrations (Q3672207) (← links)
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (Q4006256) (← links)
- Continuous-time gambling problems (Q4049879) (← links)
- (Q4057387) (← links)
- (Q4107275) (← links)
- De Finetti's Theorem on Exchangeable Variables (Q4122536) (← links)
- Searching for a particle on the real line (Q4404011) (← links)
- (Q4495099) (← links)
- A variance reduction technique based on integral representations (Q4646798) (← links)
- Consistent pricing and hedging for a modified constant elasticity of variance model (Q4647231) (← links)
- Pricing of index options under a minimal market model with log-normal scaling (Q4647289) (← links)
- Minimizing or Maximizing the Expected Time to Reach Zero (Q4721949) (← links)
- Allocation of Shared Costs: A Set of Axioms Yielding A Unique Procedure (Q4749552) (← links)
- (Q4792529) (← links)
- Efficient option valuation using trees (Q4804518) (← links)
- VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS (Q4822728) (← links)
- Pareto Equilibria with coherent measures of risk (Q4827309) (← links)
- Local volatility function models under a benchmark approach (Q5484644) (← links)
- CURRENCY DERIVATIVES UNDER A MINIMAL MARKET MODEL WITH RANDOM SCALING (Q5493855) (← links)
- Almost Sure Convergence of Uniform Transport Processes to Brownian Motion (Q5619538) (← links)
