Pages that link to "Item:Q5345963"

The following pages link to General theory of geometric Lévy models for dynamic asset pricing (Q5345963):

Displaying 14 items.

• Electricity futures price models: calibration and forecasting (Q319946) (← links)
• Ratchet consumption over finite and infinite planning horizons (Q462862) (← links)
• Lévy-Ito models in finance (Q2039766) (← links)
• Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
• Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
• Lévy information and the aggregation of risk aversion (Q2831278) (← links)
• NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) (← links)
• DETERMINATION OF THE LÉVY EXPONENT IN ASSET PRICING MODELS (Q3121231) (← links)
• Rational term structure models with geometric Lévy martingales (Q3145086) (← links)
• LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (Q4565077) (← links)
• ASYMPTOTICS FOR EXPONENTIAL LÉVY PROCESSES AND THEIR VOLATILITY SMILE: SURVEY AND NEW RESULTS (Q4916238) (← links)
• Rational multi-curve models with counterparty-risk valuation adjustments (Q5001175) (← links)
• COHERENT CHAOS INTEREST-RATE MODELS (Q5256833) (← links)
• Lévy models for collapse of the wave function (Q5880304) (← links)