The following pages link to (Q5493554):
Displaying 30 items.
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- Time change equations for Lévy-type processes (Q681994) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841) (← links)
- Computation of the Delta of European options under stochastic volatility models (Q1616804) (← links)
- Equivalent martingale measures for Lévy-driven moving averages and related processes (Q1639665) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Polynomial processes in stochastic portfolio theory (Q1999926) (← links)
- Weak existence and uniqueness for affine stochastic Volterra equations with \(L^1\)-kernels (Q2040079) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria (Q2201509) (← links)
- Exponentially affine martingales, affine measure changes and exponential moments of affine processes (Q2267544) (← links)
- On a Heath-Jarrow-Morton approach for stock options (Q2516770) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- GENERALIZED BARNDORFF-NIELSEN AND SHEPHARD MODEL AND DISCRETELY MONITORED OPTION PRICING (Q2814674) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836) (← links)
- Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance (Q4586037) (← links)
- ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← links)
- A Unified View of LIBOR Models (Q4976510) (← links)
- Approximate Option Pricing in the Lévy Libor Model (Q4976512) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps (Q5078411) (← links)
- Polynomial Jump-Diffusion Models (Q5119413) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- CBI-time-changed Lévy processes (Q6116556) (← links)
