Pages that link to "Item:Q4345929"
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The following pages link to Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929):
Displayed 25 items.
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Convex viscosity solutions and state constraints (Q1357069) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- On weak implicit and predictor-corrector methods (Q1897658) (← links)
- A minimality property of the minimal martingale measure (Q1962144) (← links)
- Delta hedging strategies comparison (Q2464246) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980) (← links)
- OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
- Weak convergence and distributional assumptions for a general class of nonliner arch models (Q4355166) (← links)
- Fuzzy measures and asset prices: accounting for information ambiguity (Q4541543) (← links)
- Stochastic volatility, smile & asymptotics (Q4541571) (← links)
- Multigrid for American option pricing with stochastic volatility (Q4541576) (← links)
- Passport options with stochastic volatility (Q4541603) (← links)
- On the minimal martingale measure and the möllmer-schweizer decomposition (Q4859232) (← links)
- OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
- A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
- Stability of weak numerical schemes for stochastic differential equations (Q5906613) (← links)
- Stability of weak numerical schemes for stochastic differential equations (Q5917688) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)