Pages that link to "Item:Q3523563"

The following pages link to WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS (Q3523563):

Displaying 21 items.

• On the calibration of local jump-diffusion asset price models (Q484208) (← links)
• An efficient control variate method for pricing variance derivatives (Q711233) (← links)
• On stochastic dynamic analysis and assessment of bistable structures (Q783395) (← links)
• Computation and analysis for a constrained entropy optimization problem in finance (Q952089) (← links)
• Optimal bespoke CDO design via NSGA-II (Q1040049) (← links)
• A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
• Static hedging of multivariate derivatives by simulation (Q1780760) (← links)
• Incorporating views on marginal distributions in the calibration of risk models (Q1785320) (← links)
• Martingale Schrödinger bridges and optimal semistatic portfolios (Q2111249) (← links)
• A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
• EQUITY CORRELATIONS IMPLIED BY INDEX OPTIONS: ESTIMATION AND MODEL UNCERTAINTY ANALYSIS (Q2847242) (← links)
• CONVEX REGULARIZATION OF LOCAL VOLATILITY ESTIMATION (Q2970321) (← links)
• CONFRONTING MODEL MISSPECIFICATION IN FINANCE: TRACTABLE COLLECTIONS OF SCENARIO PROBABILITY MEASURES FOR ROBUST FINANCIAL OPTIMIZATION PROBLEMS (Q3022031) (← links)
• Limiting distributions for minimum relative entropy calibration (Q4819434) (← links)
• RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES (Q4906515) (← links)
• Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
• ANALYTICAL PATH-INTEGRAL PRICING OF DETERMINISTIC MOVING-BARRIER OPTIONS UNDER NON-GAUSSIAN DISTRIBUTIONS (Q5221481) (← links)
• In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
• Marco Avellaneda: Mathematician and trader (Q6054442) (← links)
• Simulation of Arbitrage-Free Implied Volatility Surfaces (Q6148557) (← links)
• Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle (Q6181516) (← links)