Pages that link to "Item:Q1264183"

The following pages link to Risk-neutral valuation: Pricing and hedging of financial derivatives (Q1264183):

Displaying 18 items.

• Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
• Optimal strategies in equity securities and derivatives (Q1827006) (← links)
• Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk (Q1940089) (← links)
• Efficient hedging of options with probabilistic Haar wavelets (Q1952693) (← links)
• A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
• Fuzzy semi-Markov migration process in credit risk (Q2445431) (← links)
• Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
• Loss reserves in the light of stochastic processes (Q2465908) (← links)
• Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152) (← links)
• A Model with Interacting Assets Driven by Poisson Processes (Q3375546) (← links)
• Non‐parametric Bayesian Inference for Integrals with respect to an Unknown Finite Measure (Q3608275) (← links)
• Pricing of Swing Options in a Mean Reverting Model with Jumps (Q3617306) (← links)
• Risk Minimizing Option Pricing in a Regime Switching Market (Q5459758) (← links)
• Investing for Retirement (Q5718087) (← links)
• Valuing Equity-Indexed Annuities (Q5718140) (← links)
• “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000 (Q5718198) (← links)
• State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
• The kind of silence: managing a reputation for voluntary disclosure in financial markets (Q6146131) (← links)