Search
Selected: M

Market completion using options

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Market Implied Probability Distributions and Bayesian Skew Estimation

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Market models for CDOs driven by time-inhomogeneous Lévy processes

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Market viability via absence of arbitrage of the first kind

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Market-consistent valuation of insurance liabilities by cost of capital

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Maximum Entropy Distributions Inferred from Option Portfolios on an Asset

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Measuring expectations in options markets: An application to the SP500 index

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Mirror-time diffusion discount model of options pricing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Model independent hedging strategies for variance swaps

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Model-independent Bounds for Option Prices: A Mass Transport Approach

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Modelling Information Flows in Financial Markets

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Models with time-dependent parameters using transform methods: application to Heston's model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Moment Explosion in the LIBOR Market Model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility Models

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

  [ 0.00 ] – not rated yet Voters 0   Comments 0
  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.