Cupidity
发表于 2025-3-25 07:01:09
Getting the Service You Deserve,els established in Chap. .. Extensions of the asymptotic formulas for the stock price density to the case of the correlated Heston and Stein-Stein models are also presented. The asymptotic behavior of the stock price density in the correlated Hull-White model remains a mystery.
calamity
发表于 2025-3-25 07:39:09
A Mixed Portfolio Selection Problem,k-Scholes model. This celebrated model is discussed in the present chapter and an analytical proof of the Black-Scholes formula is given. Moreover, sharp asymptotic formulas are obtained for call pricing functions in the Hull-White, Stein-Stein, and Heston models.
calorie
发表于 2025-3-25 12:54:56
http://reply.papertrans.cn/16/1568/156708/156708_23.png
财主
发表于 2025-3-25 16:22:55
1616-0533at extreme strikes in general stochastic stock price models. .The present volume is addressed to researchers and graduate students working in the area of financial mathematics, analysis, or probability theory.978-3-642-43386-3978-3-642-31214-4Series ISSN 1616-0533 Series E-ISSN 2195-0687
结构
发表于 2025-3-25 22:18:02
http://reply.papertrans.cn/16/1568/156708/156708_25.png
Glossy
发表于 2025-3-26 04:10:51
Stock Price Models with Stochastic Volatility,e case of a non-zero correlation between the stock price and the volatility. The chapter presents results of C. Sin, concerning risk-neutral measures in the correlated Hull-White model. Sin’s results show that the existence of such measures is determined by the possibility of explosions in finite ti
织布机
发表于 2025-3-26 04:19:51
http://reply.papertrans.cn/16/1568/156708/156708_27.png
gnarled
发表于 2025-3-26 10:54:06
http://reply.papertrans.cn/16/1568/156708/156708_28.png
superfluous
发表于 2025-3-26 16:30:44
http://reply.papertrans.cn/16/1568/156708/156708_29.png
impale
发表于 2025-3-26 18:13:29
Realized Volatility and Mixing Distributions,mixing factor in such a representation is played by the distribution of a realized volatility (a time-average of the volatility process). For a correlated model, mixing distributions may be higher-dimensional. For example, in the correlated Heston model and the correlated Hull-White model with drift