Pages that link to "Item:Q4213031"
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The following pages link to Complete Models with Stochastic Volatility (Q4213031):
Displaying 50 items.
- Convergence and stability of balanced methods for stochastic delay integro-differential equations (Q275023) (← links)
- Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
- Robustness for path-dependent volatility models (Q377786) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- On the positivity and zero crossings of solutions of stochastic Volterra integrodifferential equations (Q606239) (← links)
- A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model (Q611761) (← links)
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- Option pricing under some Lévy-like stochastic processes (Q617036) (← links)
- Mean percentage of returns for stock market linked savings accounts (Q668589) (← links)
- Testing robustness in calibration of stochastic volatility models (Q704071) (← links)
- Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators (Q710528) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter \(H> \frac12\) (Q850730) (← links)
- On oscillations of the geometric Brownian motion with time-delayed drift (Q868267) (← links)
- Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Path dependent volatility (Q940996) (← 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)
- Option pricing under deformed Gaussian distributions (Q1619162) (← links)
- Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
- Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- Nash estimates and upper bounds for non-homogeneous Kolmogorov equations (Q1681863) (← links)
- A model for level induced conditional heteroskedasticity (Q1726803) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- Adaptive estimation for affine stochastic delay differential equations (Q1767483) (← links)
- Bubbles and crashes in a Black-Scholes model with delay (Q1936825) (← links)
- Reconsidering the continuous time limit of the GARCH(1,1) process (Q1973432) (← links)
- Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability (Q2010752) (← links)
- Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model (Q2015617) (← links)
- Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients (Q2021529) (← links)
- Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
- Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment (Q2076384) (← links)
- Fluctuations-induced regime shifts in the endogenous credit system with time delay (Q2120461) (← links)
- Stability analysis of stochastic fractional-order competitive neural networks with leakage delay (Q2144814) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
- Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations (Q2245745) (← links)
- Moser's estimates for degenerate Kolmogorov equations with non-negative divergence lower order coefficients (Q2278481) (← links)
- The risks and returns of stock investment in a financial market (Q2284015) (← links)
- From volatility smiles to the volatility of volatility (Q2292044) (← links)
- Finite-dimensional representations for controlled diffusions with delay (Q2340993) (← links)
- Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- The polynomial sub-Riemannian differentiability of some Hölder mappings of Carnot groups (Q2360288) (← links)
