The following pages link to (Q4905685):
Displaying 50 items.
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
- On European option pricing under partial information. (Q265152) (← links)
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula (Q273845) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Nonparametric state price density estimation using constrained least squares and the bootstrap (Q275252) (← links)
- Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
- Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
- Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach (Q291102) (← links)
- Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints (Q295013) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
- Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters (Q297689) (← links)
- An options-based approach to coordinating distributed decision systems (Q300044) (← links)
- Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
- Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826) (← links)
- Convolutional autoregressive models for functional time series (Q308370) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Time (in)consistency and real options: much ado about nothing? (Q309849) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Analytic models for parameter dependency in option price modelling (Q312173) (← links)
- Incomplete markets and derivative assets (Q315796) (← links)
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Interest rates risk-premium and shape of the yield curve (Q316908) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
- Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
- An optimal control model of carbon reduction and trading (Q338652) (← links)
- Explicit density approximations for local volatility models using heat kernel expansions (Q340130) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model (Q356137) (← links)
- Multidimensional structural credit modeling under stochastic volatility (Q361588) (← links)
- Optimal electricity generation portfolios. The impact of price spread modelling (Q373214) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238) (← links)
- An alternative approach to the valuation of American options and applications (Q375241) (← links)
- Valuing foreign exchange rate derivatives with a bounded exchange process (Q375253) (← links)
- American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
- Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices (Q385646) (← links)
- Pricing and hedging problem of foreign currency option with higher borrowing rate (Q394479) (← links)
- On higher-order boundary value problems by using differential transformation method with convolution terms (Q398424) (← links)
- Limit experiments of GARCH (Q408085) (← links)
- On finite products of convolutions and classifications of hyperbolic and elliptic equations (Q409882) (← links)
