Pages that link to "Item:Q2703107"

The following pages link to International Journal of Theoretical and Applied Finance (Q2703107):

Displaying 50 items.

• Semilattices, canonical embeddings and representing measures (Q777918) (← links)
• Minimum-Relative-Entropy Calibration of Asset-Pricing Models (Q2703108) (← links)
• Optimal Strategies for Prudent Investors (Q2703109) (← links)
• A Simple Model for Option Pricing with Jumping Stochastic Volatility (Q2703110) (← links)
• A General Framework for Hedging and Speculating with Options (Q2703111) (← links)
• Pricing Multi-Asset Options with an External Barrier (Q2703112) (← links)
• COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS (Q2786029) (← links)
• PRICING AND HEDGING BARRIER OPTIONS IN A HYPER-EXPONENTIAL ADDITIVE MODEL (Q2786031) (← links)
• CREDIT RISK AND INCOMPLETE INFORMATION: FILTERING AND EM PARAMETER ESTIMATION (Q2786032) (← links)
• PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER (Q2786033) (← links)
• VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES (Q2786035) (← links)
• COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA (Q2786036) (← links)
• MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037) (← links)
• AN ANALYSIS OF THE SUPPLY CURVE FOR LIQUIDITY RISK THROUGH BOOK DATA (Q2786341) (← links)
• FAST AND ACCURATE PRICING AND HEDGING OF LONG-DATED CMS SPREAD OPTIONS (Q2786342) (← links)
• WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← links)
• EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS (Q2786345) (← links)
• ON THE CONSUMPTION/DISTRIBUTION THEOREM UNDER THE LONG-RUN GROWTH CRITERION SUBJECT TO A DRAWDOWN CONSTRAINT (Q2786346) (← links)
• ON THE IMPACT OF HIDDEN TRENDS FOR A COMPOUND POISSON MODEL WITH PARETO-TYPE CLAIMS (Q2786347) (← links)
• NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs (Q2786348) (← links)
• CAPITAL STRUCTURE AND TAX CONVEXITY WHEN THE MATURITY OF DEBT IS FINITE (Q2797870) (← links)
• PRICING AND HEDGING OF ENERGY SPREAD OPTIONS AND VOLATILITY MODULATED VOLTERRA PROCESSES (Q2797872) (← links)
• SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO (Q2797873) (← links)
• OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874) (← links)
• THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING (Q2797875) (← links)
• PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE (Q2797876) (← links)
• BUBBLES AND MULTIPLE-FACTOR ASSET PRICING MODELS (Q2797877) (← links)
• RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS (Q2799998) (← links)
• NUMERICAL ANALYSIS ON LOCAL RISK-MINIMIZATION FOR EXPONENTIAL LÉVY MODELS (Q2800048) (← links)
• WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049) (← links)
• INSTITUTIONAL INVESTORS AND THE DEPENDENCE STRUCTURE OF ASSET RETURNS (Q2800050) (← links)
• RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES (Q2800053) (← links)
• A RECOMBINING TREE METHOD FOR OPTION PRICING WITH STATE-DEPENDENT SWITCHING RATES (Q2800054) (← links)
• ON ROBUSTNESS OF THE BLACK–SCHOLES PARTIAL DIFFERENTIAL EQUATION MODEL (Q2800055) (← links)
• GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING (Q2800056) (← links)
• TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY (Q2806359) (← links)
• A COMPARATIVE STUDY OF MONOTONE QUANTILE REGRESSION METHODS FOR FINANCIAL RETURNS (Q2806360) (← links)
• APPROXIMATIONS OF BOND AND SWAPTION PRICES IN A BLACK–KARASIŃSKI MODEL (Q2806362) (← links)
• LEARNING AND PORTFOLIO DECISIONS FOR CRRA INVESTORS (Q2806365) (← links)
• CONIC PORTFOLIO THEORY (Q2806366) (← links)
• THE VALUATION OF OPTIONS ON FOREIGN EXCHANGE RATE IN A TARGET ZONE (Q2806367) (← links)
• FIXING RISK NEUTRAL RISK MEASURES (Q2806368) (← links)
• RIDING WITH THE FOUR HORSEMEN AND THE MULTIVARIATE NORMAL TEMPERED STABLE MODEL (Q2814666) (← links)
• HIGH-DIMENSIONAL PORTFOLIO OPTIMIZATION WITH TRANSACTION COSTS (Q2814667) (← links)
• ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
• STRONG BUBBLES AND STRICT LOCAL MARTINGALES (Q2814669) (← links)
• PROFITABILITY OF A SIMPLE PAIRS TRADING STRATEGY: RECENT EVIDENCES FROM A GLOBAL CONTEXT (Q2814671) (← links)
• OPTIMAL CONTROL OF AN ENERGY STORAGE FACILITY UNDER A CHANGING ECONOMIC ENVIRONMENT AND PARTIAL INFORMATION (Q2814673) (← links)
• GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING (Q2814674) (← links)
• LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION (Q2816955) (← links)