SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stochastic Calculus in Manifolds
0 references·8 citing·31 second hop
Stochastic Calculus in Manifolds (1989)Stochastic Calculus in ManifoldsPlanarly branched rough paths and rough differential equations on homogeneous spaces (2020)Planarly branched rough paths…A class of globally solvable Markovian quadratic BSDE systems and applications (2018)A class of globally solvable …Probability Distribution in the SABR Model of Stochastic Volatility (2015)Probability Distribution in t…Cultural Epigenetics: On the Heritability of Complex Diseases (2011)Cultural Epigenetics: On the …A short history of stochastic integration and mathematical finance: the early years, 1880–1970 (2004)A short history of stochastic…Interest Rates and Information Geometry (2001)Interest Rates and Informatio…Interest rates and information geometry (2001)Interest rates and informatio…Invariant manifolds for weak solutions to stochastic equations (2000)Invariant manifolds for weak …Autopoiesis and Cognition (1980)Culture and the Self: Implications for Cognition, Emotion, and Motivation (1991)The weirdest people in the world? (2010)Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Brownian Motion (1999)Interest Rate Dynamics and Consistent Forward Rate Curves (1999)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Stochastic Integration and Differential Equations (2005)The cost of capital, corporation finance and the theory of investment (2008)An equilibrium characterization of the term structure (1977)Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)CONDITIONAL DENSITY MODELS FOR ASSET PRICING (2012)Information, Inattention, Perception, and Discounting (2020)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Introduction and Summary of Results (Excerpt) (2000)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Analytical Approximation of the Transition Density in a Local Volatility Model (2011)Asymptotic Implied Volatility at the Second Order with Application to the SABR Model (2015)Deep Learning Volatility (2019)Calcul Stochastique et Problèmes de Martingales (1979)Differential equations driven by rough signals (1998)Adapted solution of a backward stochastic differential equation (1990)Backward Stochastic Differential Equations in Finance (1997)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Equilibrium returns with transaction costs (2018)Existence and uniqueness results for BSDE with jumps: the whole nine yards (2018)Contracting Theory with Competitive Interacting Agents (2019)Stochastic Differential Equations and Diffusion Processes (1983)Entropy and information in the interest rate term structure (2002)A chaotic approach to interest rate modelling (2004)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2015Probability Distribution in the SABR Model of Stochastic Volatility107 cited
  • 2001Interest Rates and Information Geometry95 cited
  • 2001Interest rates and information geometry82 cited
  • 2018A class of globally solvable Markovian quadratic BSDE systems and applications74 cited
  • 2004A short history of stochastic integration and mathematical finance: the early years, 1880–197072 cited
  • 2000Invariant manifolds for weak solutions to stochastic equations28 cited
  • 2020Planarly branched rough paths and rough differential equations on homogeneous spaces27 cited
  • 2011Cultural Epigenetics: On the Heritability of Complex Diseases10 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work