The following pages link to (Q4218398):
Displaying 36 items.
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Path dependent volatility (Q940996) (← links)
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- Price dynamics on a stock market with asymmetric information (Q972128) (← links)
- Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
- Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
- Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
- Conditioned stochastic differential equations: theory, examples and application to finance. (Q1766028) (← links)
- Option pricing, stochastic volatility, singular dynamics and constrained path integrals (Q1782478) (← links)
- An alternative form used to calibrate the Heston option pricing model (Q2007219) (← links)
- Resonance phenomena in option pricing with arbitrage (Q2067175) (← links)
- Expectation of local times and the Dupire formula (Q2145798) (← links)
- The distribution of strike size: empirical evidence from Europe and north America in the 19th and 20th centuries (Q2165674) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- On the regularity of the free boundary in the parabolic obstacle problem. Application to American options (Q2498794) (← links)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- Reconstruction of local volatility for the binary option model (Q2520115) (← links)
- Option pricing under the jump diffusion and multifactor stochastic processes (Q2631912) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- On martingale diffusions describing the ?smile-effect? for implied volatilities (Q2756663) (← links)
- A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
- Calibration of a Jump-Diffusion Process Using Optimal Control (Q2897267) (← links)
- OPTION PRICING WITH A LEVY-TYPE STOCHASTIC DYNAMIC MODEL FOR STOCK PRICE PROCESS UNDER SEMI-MARKOVIAN STRUCTURAL PERTURBATIONS (Q3467597) (← links)
- Static Hedging of Barrier Options with a Smile: An Inverse Problem (Q4421087) (← links)
- Equivalent Black volatilities (Q4541572) (← links)
- Approximation of Non-Lipschitz SDEs by Picard Iterations (Q4559473) (← links)
- INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
- Long- and short-time behaviour of hypocoercive-type operators in infinite dimensions: An analytic approach (Q4588362) (← links)
- Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
- Alternative asset-price dynamics and volatility smile (Q4647257) (← links)
- Generative Bayesian neural network model for risk-neutral pricing of American index options (Q5234315) (← links)
- A chaos expansion approach under hybrid volatility models (Q5247273) (← links)
- Numerical Procedure for Calibration of Volatility with American Options (Q5700149) (← links)
