Pages that link to "Item:Q1883334"
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The following pages link to Stochastic calculus for finance. I: The binomial asset pricing model. (Q1883334):
Displayed 50 items.
- Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
- A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Technological advances and the decision to invest (Q470669) (← links)
- On a connection between information and group lattices (Q657554) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Geometric arbitrage theory and market dynamics (Q888763) (← links)
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
- Is Brownian motion sensitive to geometry fluctuations? (Q930360) (← links)
- Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900) (← links)
- A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
- PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique (Q1732425) (← links)
- Robust arbitrage conditions for financial markets (Q1981932) (← links)
- Martingale method for optimal investment and proportional reinsurance (Q2036123) (← links)
- Stochastic mathematical model for the spread and control of corona virus (Q2125825) (← links)
- Model order reduction for the simulation of parametric interest rate models in financial risk analysis (Q2138212) (← links)
- Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591) (← links)
- Manage pension deficit with heterogeneous insurance (Q2152259) (← links)
- Reproducing kernels and choices of associated feature spaces, in the form of \(L^2\)-spaces (Q2235966) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Risk analysis and valuation of life insurance contracts: combining actuarial and financial approaches (Q2276267) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- American option pricing with imprecise risk-neutral probabilities (Q2379326) (← links)
- Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
- BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
- A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
- AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL (Q2929374) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- On the arbitrage price of European call options (Q2976121) (← links)
- VALIDATING THE DIFFUSION APPROXIMATION THROUGH CONDITIONAL ENTROPIES (Q3011514) (← links)
- Option pricing formulas under a change of numèraire (Q3298110) (← links)
- THE EXPONENT EXPANSION: AN EFFECTIVE APPROXIMATION OF TRANSITION PROBABILITIES OF DIFFUSION PROCESSES AND PRICING KERNELS OF FINANCIAL DERIVATIVES (Q3421830) (← links)
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- A UNIFYING APPROACH TO RELATIVISTIC DIFFUSIONS AND H-THEOREMS (Q3532451) (← links)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- STOCHASTIC MODELS OF THERMODIFFUSION (Q3636515) (← links)
- No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
- Sparse Grid Combination Technique for Hagan SABR/LIBOR Market Model (Q4626522) (← links)
- APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION (Q4631690) (← links)
- (Q5011462) (← links)
- Valuation of European options with stochastic interest rates and transaction costs (Q5063448) (← links)
- A note on ergodicity for CIR model with Markov switching (Q5082619) (← links)
- Modeling and Computation of CO<sub>2</sub>Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← links)
- Some characterizations for the CIR model with Markov switching (Q5157726) (← links)
- Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- Elementary stochastic calculus for finance with infinitesimals (Q5270024) (← links)
- Optimal Discrete Hedging in Garman-Kohlhagen Model with Liquidity Risk (Q5357776) (← links)
- An inhomogeneous semi-Markov model for the term structure of credit risk spreads (Q5475395) (← links)