The following pages link to (Q4435813):
Displaying 50 items.
- Facelifting in utility maximization (Q261918) (← links)
- On first hitting times for skew CIR processes (Q267888) (← links)
- Arbitrage of the first kind and filtration enlargements in semimartingale financial models (Q271853) (← links)
- A Markov copula model with regime switching and its application (Q272813) (← links)
- Informed traders' hedging with news arrivals (Q282886) (← links)
- On natural and predictable processes (Q288261) (← links)
- Realized range-based estimation of integrated variance (Q289157) (← links)
- The stochastic reach-avoid problem and set characterization for diffusions (Q290823) (← links)
- A jump model for fads in asset prices under asymmetric information (Q299877) (← links)
- Radner equilibrium in incomplete Lévy models (Q300843) (← links)
- A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects (Q302183) (← links)
- Kolmogorov-type systems with regime-switching jump diffusion perturbations (Q316945) (← links)
- Granger causality and stopping times (Q317155) (← links)
- Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
- On the mathematical modelling of tumor-induced angiogenesis (Q335241) (← links)
- Scalar conservation laws with rough flux and stochastic forcing (Q338207) (← links)
- Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
- Semilinear elliptic equations with Dirichlet operator and singular nonlinearities (Q350522) (← links)
- Stochastic dynamic equations on time scales (Q361254) (← links)
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- Robust filtering: correlated noise and multidimensional observation (Q373852) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Drift dependence of optimal trade execution strategies under transient price impact (Q377452) (← links)
- Robustness for path-dependent volatility models (Q377786) (← links)
- Variance-optimal hedging for target volatility options (Q380555) (← links)
- Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres (Q383669) (← links)
- Volatility occupation times (Q385768) (← links)
- Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (Q386345) (← links)
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
- Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps (Q393062) (← links)
- Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
- Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- BSDEs under partial information and financial applications (Q402719) (← links)
- Fast orthogonal transforms and generation of Brownian paths (Q413477) (← links)
- Multiresolution Hilbert approach to multidimensional Gauss-Markov processes (Q413918) (← links)
- Equilibrium in securities markets with heterogeneous investors and unspanned income risk (Q417617) (← links)
- Particle filters with random resampling times (Q424474) (← links)
- Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- Pathwise uniqueness for singular SDEs driven by stable processes (Q436052) (← links)
- A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts (Q441255) (← links)
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- Statistical causality and orthogonality of local martingales (Q449392) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
