Pages that link to "Item:Q4372036"

The following pages link to CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036):

Displaying 27 items.

• Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
• The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
• Polynomial extensions of distributions and their applications in actuarial and financial modeling (Q743164) (← links)
• Hedging using simulation: a least squares approach (Q956433) (← links)
• Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
• Approximating payoffs and pricing formulas (Q1583152) (← links)
• The Jacobi stochastic volatility model (Q1650944) (← links)
• A modified Black-Scholes pricing formula for European options with bounded underlying prices (Q1732426) (← links)
• Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553) (← links)
• Nonparametric risk management and implied risk aversion (Q1969813) (← links)
• American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
• Econometric specification of the risk neutral valuation model (Q1969816) (← links)
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
• The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
• Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) (← links)
• Hermite expansion and estimation of monotonic transformations of Gaussian data (Q2811276) (← links)
• Pseudospectral methods for pricing options (Q3182746) (← links)
• DYNAMIC FACTOR MODELS (Q4471130) (← links)
• Orthogonal expansions for VIX options under affine jump diffusions (Q4554474) (← links)
• DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION (Q4561981) (← links)
• HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
• Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
• A functional analysis approach to the static replication of European options (Q5014195) (← links)
• A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
• A moment expansion approach to option pricing (Q5697340) (← links)
• Inversion of option prices for implied risk-neutral probability density functions: general theory and its applications to the natural gas market (Q5745649) (← links)
• A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (Q6054432) (← links)