Pages that link to "Item:Q5710171"
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The following pages link to Arbitrage Theory in Continuous Time (Q5710171):
Displaying 50 items.
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- On volatility smile and an investment strategy with out-of-the-money calls (Q253093) (← links)
- On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility (Q292380) (← links)
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- Integral identity for a class of ill-posed problems generated by a parabolic equation (Q327780) (← links)
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- Fast orthogonal transforms and generation of Brownian paths (Q413477) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Optimal mean-variance portfolio selection (Q513742) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Unintended consequences of the market risk requirement in banking regulation (Q603004) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- A simple model of deferred callability in defaultable debt (Q613455) (← links)
- The worst case for real options (Q613589) (← links)
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- Boundary conditions for the single-factor term structure equation (Q627249) (← links)
- Moment explosion in the LIBOR market model (Q633049) (← links)
- A joint valuation of premium payment and surrender options in participating life insurance contracts (Q654843) (← links)
- Minimum standards for investment performance: a new perspective on non-life insurer solvency (Q659102) (← links)
- Forward mortality and other vital rates - are they the way forward? (Q661220) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
- Optimal hedging strategies in equity-linked products (Q724551) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819) (← links)
- Long-term real dynamic investment planning (Q784398) (← links)
- An approximation of caplet implied volatilities in Gaussian models (Q816447) (← links)
- Pricing derivatives with barriers in a stochastic interest rate environment (Q844767) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Geometric arbitrage theory and market dynamics (Q888763) (← links)
- Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- The influence of corporate taxes on pricing and capital structure in property-liability insurance (Q939326) (← links)
- A note on arbitrage in term structure (Q940999) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- From structural assumptions to a link between assets and interest rates (Q959749) (← links)
- From discrete to continuous time evolutionary finance models (Q964562) (← links)
- Double-sided Parisian option pricing (Q964673) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- Ruined moments in your life: how good are the approximations? (Q977151) (← links)
- Controllability and hedgibility of Black-Scholes equations with \(N\) stocks (Q983690) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement (Q998303) (← links)
- Testing the martingale restriction for option implied densities (Q1025613) (← links)
- Zero coupon bonds and affine term structures: Reconsidering the one-factor model (Q1276461) (← links)
- The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
- A numerical scheme for BSDEs (Q1431562) (← links)
