Stochastic processes with applications to finance
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(21)- Affine processes and applications in finance
- Numerical studies on asymptotics of European option under multiscale stochastic volatility
- Change point dynamics for financial data: an indexed Markov chain approach
- Lévy-Ito models in finance
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process
- A stochastic equation for predicting tensile fractures in ductile polymer solids
- A Nyström method for a class of Fredholm integral equations on the real semiaxis
- Stochastic processes in insurance and finance
- Stochastic modelling in finance
- Stochastic approximation with averaging innovation applied to finance
- Pricing European options under stochastic volatilities models
- scientific article; zbMATH DE number 2133131 (Why is no real title available?)
- scientific article; zbMATH DE number 1064373 (Why is no real title available?)
- scientific article; zbMATH DE number 1536105 (Why is no real title available?)
- scientific article; zbMATH DE number 1429857 (Why is no real title available?)
- Change of time and change of measure
- scientific article; zbMATH DE number 4189431 (Why is no real title available?)
- Stochastic differential equations in finance
- Testing cubature formulae on Wiener space versus explicit pricing formulae
- Connections between the extreme points for Vandermonde determinants and minimizing risk measure in financial mathematics
- Computing integrals with an exponential weight on the real axis in floating point arithmetic
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