The following pages link to Contemporary Quantitative Finance (Q3000872):
Displaying 18 items.
- Probabilistic Aspects of Arbitrage (Q3000873) (← links)
- Finitely Additive Probabilities and the Fundamental Theorem of Asset Pricing (Q3000874) (← links)
- M6—On Minimal Market Models and Minimal Martingale Measures (Q3000875) (← links)
- The Economic Plausibility of Strict Local Martingales in Financial Modelling (Q3000876) (← links)
- A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems (Q3000877) (← links)
- Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (Q3000879) (← links)
- Existence and Non-uniqueness of Solutions for BSDE (Q3000880) (← links)
- Comparison Theorems for Finite State Backward Stochastic Differential Equations (Q3000881) (← links)
- Results on Numerics for FBSDE with Drivers of Quadratic Growth (Q3000882) (← links)
- Stochastic Partial Differential Equations and Portfolio Choice (Q3000883) (← links)
- Pricing and Hedging of CDOs: A Top Down Approach (Q3000884) (← links)
- Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives (Q3000885) (← links)
- Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms (Q3000886) (← links)
- Buy Low and Sell High (Q3000887) (← links)
- Continuity Theorems in Boundary Crossing Problems for Diffusion Processes (Q3000888) (← links)
- Binomial Models for Interest Rates (Q3000889) (← links)
- Lognormal Forward Market Model (LFM) Volatility Function Approximation (Q3000891) (← links)
- Maximum Likelihood Estimation for Integrated Diffusion Processes (Q3000892) (← links)
