The following pages link to Mathematical Finance (Q140029):
Displaying 50 items.
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q140031) (← links)
- Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings (Q160231) (← links)
- Equilibrium with Default and Endogenous Collateral (Q2707133) (← links)
- On the Pricing of Contingent Claims with Frictions (Q2707136) (← links)
- Mean-Variance Hedging for Stochastic Volatility Models (Q2707137) (← links)
- Multiple Ratings Model of Defaultable Term Structure (Q2707138) (← links)
- Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves (Q2707139) (← links)
- Pricing American Options Fitting the Smile (Q2707141) (← links)
- On Models of Default Risk (Q2707142) (← links)
- Risk-Sensitive Control and an Optimal Investment Model (Q2707143) (← links)
- Risk Minimization with Incomplete Information in a Model for High-Frequency Data (Q2707144) (← links)
- Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios (Q2707145) (← links)
- Multidimensional Variance-Optimal Hedging in Discrete-Time Model-A General Approach (Q2707147) (← links)
- Pricing Via Utility Maximization and Entropy (Q2707148) (← links)
- A Stochastic Control Approach to Risk Management Under Restricted Information (Q2707150) (← links)
- Portfolio Optimization and Martingale Measures (Q2707151) (← links)
- Option Pricing in Discrete-Time Incomplete Market Models (Q2707152) (← links)
- On Level Curves of Value Functions in Optimization Models of Expected Utility (Q2707154) (← links)
- Louis Bachelier on the Centenary of Theorie de la Speculation (Q2707155) (← links)
- A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements (Q2707156) (← links)
- Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation (Q2707157) (← links)
- Laguerre Series for Asian and Other Options (Q2707158) (← links)
- Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets (Q2707159) (← links)
- A Fundamental Theorem of Asset Pricing for Large Financial Markets (Q2707160) (← links)
- On the Existence of Linear Equilibria in Models of Market Making (Q2707161) (← links)
- Randomized Stopping Times and American Option Pricing with Transaction Costs (Q2707162) (← links)
- Time Changes for Lévy Processes (Q2707163) (← links)
- Analytical Valuation of American Options on Jump‐Diffusion Processes (Q2707165) (← links)
- The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims (Q2707166) (← links)
- A Continuity Correction for Discrete Barrier Options (Q2707182) (← links)
- Market Volatility and Feedback Effects from Dynamic Hedging (Q2707184) (← links)
- Market Participation and Share Prices (Q2707185) (← links)
- Contingent Claims and Market Completeness in a Stochastic Volatility Model (Q2707187) (← links)
- Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods (Q2707188) (← links)
- Mean-Variance Hedging and Numeraire (Q2707189) (← links)
- Double Lookbacks (Q2707192) (← links)
- A Discrete-Time Intertemporal Asset Pricing Model: GE Approach with Recursive Utility (Q2707193) (← links)
- Long memory in continuous-time stochastic volatility models (Q2707194) (← links)
- Applications of Eigenfunction Expansions in Continuous-Time Finance (Q2707196) (← links)
- When Does Convergence of Asset Price Processes Imply Convergence of Option Prices? (Q2707197) (← links)
- Currency Prices, the Nominal Exchange Rate, and Security Prices in a Two-Country Dynamic Monetary Equilibrium (Q2757292) (← links)
- Term Structure Models Driven by General Levy Processes (Q2757293) (← links)
- Step Options (Q2757294) (← links)
- Bounds on European Option Prices under Stochastic Volatility (Q2757296) (← links)
- Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options (Q2757298) (← links)
- Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example (Q2757299) (← links)
- Generalized Hyperbolic Diffusion Processes with Applications in Finance (Q2757300) (← links)
- Coherent Measures of Risk (Q2757301) (← links)
- Pricing American Stock Options by Linear Programming (Q2757302) (← links)
- The Second Fundamental Theorem of Asset Pricing (Q2757303) (← links)
