The following pages link to (Q4794153):
Displaying 50 items.
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Existence of competitive equilibrium of large security-spot market with incomplete asset structure (Q263128) (← links)
- The hexanomial lattice for pricing multi-asset options (Q272652) (← links)
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- Long-run risk-return trade-offs (Q291124) (← links)
- Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates (Q292025) (← links)
- High dimensional covariance matrix estimation using a factor model (Q299275) (← links)
- Radner equilibrium in incomplete Lévy models (Q300843) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- Problem of selecting an optimal portfolio with a probabilistic risk function (Q308568) (← links)
- Optimal consumption and savings with stochastic income and recursive utility (Q308631) (← links)
- Costly information transmission in continuous time with implications for credit rating announcements (Q310932) (← links)
- Option pricing model with sentiment (Q315109) (← links)
- How suboptimal are linear sharing rules? (Q315471) (← links)
- Asset demands and consumption with longevity risk (Q315805) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
- A tractable interest rate model with explicit monetary policy rates (Q322788) (← links)
- Pension scheme redesign and wealth redistribution between the members and sponsor: the USS rule change in October 2011 (Q343956) (← links)
- Optimal capital structure with an equity-for-guarantee swap (Q356603) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- A joint stock and bond market based on the hyperbolic Gaussian model (Q362053) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Exact solutions for bond and option prices with systematic jump risk (Q375236) (← links)
- On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245) (← links)
- Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
- American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
- On Cox processes and credit risky securities (Q375362) (← links)
- Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
- Pricing of non-redundant derivatives in a complete market (Q375374) (← links)
- Discounting axioms imply risk neutrality (Q378764) (← links)
- A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
- Optimal asset allocation: a worst scenario expectation approach (Q438769) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Markup cycles, dynamic misallocation, and amplification (Q472187) (← links)
- Aggregation of preferences for skewed asset returns (Q472212) (← links)
- A dynamic equilibrium model of imperfectly integrated financial markets (Q472216) (← links)
- Time-varying jump tails (Q473227) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
- Option pricing with quadratic volatility: a revisit (Q483708) (← links)
