The following pages link to (Q5754578):
Displaying 50 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
- Discretisation of abstract linear evolution equations of parabolic type (Q387293) (← links)
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- Research of financial early-warning model on evolutionary support vector machines based on genetic algorithms (Q965743) (← links)
- Intervention options in life insurance (Q1394965) (← links)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (Q1413384) (← links)
- Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
- Information-based model with noisy anticipation and its application in finance (Q1627837) (← links)
- Efficient robust nonparametric estimation in a semimartingale regression model (Q1930661) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
- Machine learning with kernels for portfolio valuation and risk management (Q2120539) (← links)
- Structural properties of generalised Planck distributions (Q2129247) (← links)
- Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
- Deep solution operators for variational inequalities via proximal neural networks (Q2146915) (← links)
- Optimal functional supervised classification with separation condition (Q2174981) (← links)
- Phase and multifractality analyses of random price time series by finite-range interacting biased voter system (Q2259773) (← links)
- Risk and reward of home equity borrowing for investment in Canada, a stochastic analysis (Q2356167) (← links)
- Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
- A semi-Markov modulated interest rate model (Q2637384) (← links)
- Strong solutions to a beta-Wishart particle system (Q2677000) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- GARCH options via local risk minimization (Q2873537) (← links)
- PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734) (← links)
- ASYMPTOTIC EQUIVALENCE IN LEE'S MOMENT FORMULAS FOR THE IMPLIED VOLATILITY, ASSET PRICE MODELS WITHOUT MOMENT EXPLOSIONS, AND PITERBARG'S CONJECTURE (Q2892978) (← links)
- On a Discrete Maximum Principle for Linear FE Solutions of Elliptic Problems with a Nondiagonal Coefficient Matrix (Q3615680) (← links)
- Short-time at-the-money skew and rough fractional volatility (Q4555069) (← links)
- Tail VaR Measures in a Multi-period Setting (Q4586032) (← links)
- Modeling Variance Risk Premium (Q4609756) (← links)
- CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443) (← links)
- Valuation of forward start options under affine jump-diffusion models (Q5001168) (← links)
- PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- Realized Multi-Power Variation Process for Jump Detection in the Nigerian All Share Index (Q5029310) (← links)
- On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach (Q5066681) (← links)
- Lattice-oriented percolation system applied to volatility behavior of stock market (Q5126987) (← links)
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system (Q5129105) (← links)
- Continuous-State Branching Processes with Immigration (Q5132611) (← links)
- NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (Q5207491) (← links)
- Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
- On a continuous time stock price model with regime switching, delay, and threshold (Q5245906) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- From Moment Explosion to the Asymptotic Behavior of the Cumulative Distribution for a Random Variable (Q5369323) (← links)
- Deep optimal stopping (Q5381128) (← links)
- Some notes about inference for the lognormal diffusion process with exogenous factors (Q6161972) (← links)
