Pages that link to "Item:Q4902218"

The following pages link to Valuation Equations for Stochastic Volatility Models (Q4902218):

Displaying 12 items.

• On backward stochastic differential equations and strict local martingales (Q429279) (← links)
• Risk measures for processes and BSDEs (Q486926) (← links)
• Simple examples of pure-jump strict local martingales (Q491181) (← links)
• The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
• Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
• Density symmetries for a class of 2-D diffusions with applications to finance (Q1713463) (← links)
• On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes (Q2944909) (← links)
• ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
• Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) (← links)
• Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (Q4586033) (← links)
• Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions (Q5496621) (← links)
• Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)