The following pages link to (Q4828653):
Displaying 21 items.
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Equilibrium and stability of a stock market game with big traders (Q609413) (← links)
- A note on constant proportion trading strategies (Q635503) (← links)
- Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
- Implications of the Sharpe ratio as a performance measure in multi-period settings (Q844669) (← links)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
- Pricing the American options using the Black-Scholes pricing formula (Q2150964) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Optimal risk-sharing with effort and project choice (Q2370508) (← links)
- Pricing of Path-Dependent European-Type Options Using Monte Carlo Simulation (Q2789094) (← links)
- A VOLATILITY-OF-VOLATILITY EXPANSION OF THE OPTION PRICES IN THE SABR STOCHASTIC VOLATILITY MODEL (Q3304204) (← links)
- From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
- Option overlay strategies (Q4683071) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- An extension of the Clark–Haussmann formula and applications (Q5087031) (← links)
- On asymptotic log-optimal portfolio optimization (Q6109043) (← links)
