Pages that link to "Item:Q4408872"

The following pages link to A Simple Proof of the Fredholm Alternative and a Characterization of the Fredholm Operators (Q4408872):

Displaying 28 items.

• Investment timing under hybrid stochastic and local volatility (Q340490) (← links)
• Cauchy elasticity with dislocations in the small strain assumption (Q494254) (← links)
• Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
• Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
• Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
• Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
• A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945) (← links)
• Pricing of defaultable options with multiscale generalized Heston's stochastic volatility (Q1996984) (← links)
• Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
• Analysis vs synthesis with structure -- an investigation of union of subspace models on graphs (Q2155807) (← links)
• Boundary conditions cause different generic bifurcation structures in Turing systems (Q2168350) (← links)
• An approximation formula for the price of credit default swaps under the fast-mean reversion volatility model. (Q2315470) (← links)
• On linear difference equations for which the global periodicity implies the existence of an equilibrium (Q2319322) (← links)
• Periodic solutions of perturbed central Hamiltonian systems (Q2330917) (← links)
• Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (Q2339015) (← links)
• A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (Q2339349) (← links)
• Pricing vulnerable options under a stochastic volatility model (Q2349261) (← links)
• Multiscale analysis on the pricing of intensity-based defaultable bonds (Q2375480) (← links)
• General form of generalized invertible operators in Banach spaces (Q2397351) (← links)
• Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
• Bifurcation analysis of the HIV-1 within host model (Q2814056) (← links)
• Bifurcations of front motion in passive and active Allen–Cahn-type equations (Q3303886) (← links)
• Computer-assisted bifurcation diagram validation and applications in materials science (Q4557494) (← links)
• Equity-linked annuities with multiscale hybrid stochastic and local volatility (Q4576978) (← links)
• A closed-form approximation formula for pricing European options under a three-factor model (Q5051203) (← links)
• Portfolio optimization under the stochastic elasticity of variance (Q5170138) (← links)
• (Q6043631) (← links)
• Spatiotemporal dynamics in a twisted, circular waveguide array (Q6089945) (← links)