SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stochastic Differential Equations
0 references·12 citing·44 second hop
Stochastic Differential Equations (1992)Stochastic Differential EquationsMAntRA: A framework for model agnostic reliability analysis (2023)MAntRA: A framework for model…On spatial extremes: With application to a rainfall problem (2015)On spatial extremes: With app…Stochastic Differential Equations (2012)Stochastic Differential Equat…Extension of stochastic volatility equity models with the Hull–White interest rate process (2009)Extension of stochastic volat…On spatial extremes: With application to a rainfall problem (2008)On spatial extremes: With app…Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts (2005)Kalman-Bucy Filtering for Lin…The Morton-Massaro law of information integration: Implications for models of perception. (2001)The Morton-Massaro law of inf…Analytical Valuation of American-Style Asian Options (2000)Analytical Valuation of Ameri…Optimal Replication of Contingent Claims under Portfolio Constraints (1998)Optimal Replication of Contin…A Note on Average Rate Options with Discrete Sampling (1995)A Note on Average Rate Option…Some mathematical results in the pricing of American options (1993)Some mathematical results in …Dynamic response of non-linear systems to poisson-distributed random impulses (1992)Dynamic response of non-linea…Brownian Motion and Stochastic Calculus (1998)New Representations of the Taylor–Stratonovich Expansion (2003)STOCHASTIC DIFFERENTIAL EQUATIONS (2007)Stochastic Differential Equations (2014)Design and Analysis: A Researcher's Handbook (1975)Computational and behavioral investigations of lexically induced delays in phoneme recognition (2005)Speech categorization in context: Joint effects of nonspeech and speech precursors (2006)Brownian Motion and Stochastic Calculus (2007)Success and failure of new speech category learning in adulthood: Consequences of learned Hebbian attractors in topographic maps (2007)Numerical solution of stochastic differential equations (2016)Probabilistic Theory of Structural Dynamics (1976)Cumulant-neglect closure for non-linear oscillators under random parametric and external excitations (1984)Dynamic response of non-linear systems to poisson-distributed pulse trains: Markov approach (1990)Stochastic Differential Calculus (1993)Solution techniques for pulse problems in non-linear stochastic dynamics (2000)Stochastic Differential Equations (2006)Point Processes and Queues (1981)Stochastic Differential Equations (2003)Introduction to Stochastic Processes (2014)The Pricing of Options and Corporate Liabilities (1973)The pricing of commodity contracts (1976)Analysis of the free boundary for the pricing of an American call option (2001)Analytical and Numerical Methods for Pricing Financial Derivatives (2011)Early option exercise: Never say never (2016)Residual Life Time at Great Age (1974)Extreme Values, Regular Variation and Point Processes (1987)Extreme Value Theory : An Introduction (2006)Continuous Spatial Process Models for Spatial Extreme Values (2010)Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (2014)Advances in statistical modeling of spatial extremes (2020)The Comovement of US and UK Stock Markets (2004)Free boundary and optimal stopping problems for American Asian options (2007)Stochastic differential equations and applications (2008)Optimal surrender policy for variable annuity guarantees (2014)Theory of Rational Option Pricing (1973)Super-replication in stochastic volatility models under portfolio constraints (1999)Stochastic target problems, dynamic programming, and viscosity solutions (2002)Theory of rational option pricing (2005)Option hedging for small investors under liquidity costs (2009)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates (2013)A closed-form pricing formula for European options under the Heston model with stochastic interest rate (2017)Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching (2021)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2015On spatial extremes: With application to a rainfall problem161 cited
  • 2008On spatial extremes: With application to a rainfall problem144 cited
  • 1998Optimal Replication of Contingent Claims under Portfolio Constraints130 cited
  • 2000Analytical Valuation of American-Style Asian Options81 cited
  • 2009Extension of stochastic volatility equity models with the Hull–White interest rate process75 cited
  • 2001The Morton-Massaro law of information integration: Implications for models of perception.73 cited
  • 1993Some mathematical results in the pricing of American options62 cited
  • 1992Dynamic response of non-linear systems to poisson-distributed random impulses58 cited
  • 2005Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process with Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts46 cited
  • 2012Stochastic Differential Equations43 cited
  • 1995A Note on Average Rate Options with Discrete Sampling37 cited
  • 2023MAntRA: A framework for model agnostic reliability analysis17 cited

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