Pages that link to "Item:Q3024615"
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The following pages link to On the complete model with stochastic volatility by Hobson and Rogers (Q3024615):
Displaying 26 items.
- Robustness for path-dependent volatility models (Q377786) (← links)
- Characterization of solutions of a class of ultraparabolic equations of the Kolmogorov type (Q392922) (← links)
- Portfolio theory of optimal isometric force production: variability predictions and nonequilibrium fluctuation-dissipation theorem (Q637817) (← links)
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators (Q710528) (← links)
- Global Morrey estimates for a class of Ornstein-Uhlenbeck operators (Q736394) (← links)
- Local Sobolev-Morrey estimates for nondivergence operators with drift on homogeneous groups (Q740716) (← links)
- Path dependent volatility (Q940996) (← links)
- Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: applications to financial physics and neurophysics (Q942660) (← links)
- Marginal distribution of some path-dependent stochastic volatility model (Q947188) (← links)
- Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics (Q950967) (← links)
- Analysis of an uncertain volatility model (Q955456) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- Fluctuations-induced regime shifts in the endogenous credit system with time delay (Q2120461) (← links)
- Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations (Q2272034) (← links)
- The risks and returns of stock investment in a financial market (Q2284015) (← links)
- A continuous dependence result for ultraparabolic equations in option pricing (Q2381921) (← links)
- Pointwise estimates for a class of non-homogeneous Kolmogorov equations (Q2471757) (← links)
- Pointwise local estimates and Gaussian upper bounds for a class of uniformly subelliptic ultraparabolic operators (Q2473950) (← links)
- MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL (Q3087880) (← links)
- RATE OF CONVERGENCE OF MONTE CARLO SIMULATIONS FOR THE HOBSON–ROGERS MODEL (Q3621565) (← links)
- The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
- Numerical solution of kinetic SPDEs via stochastic Magnus expansion (Q6102934) (← links)