Cover Image

The Log Private Company Valuation Model

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Gankhuu, Battulga
Format:	Preprint
Published:	2022
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Augmented Dynamic Gordon Growth Model
by: Gankhuu, Battulga
Published: (2022)

Options Pricing under Bayesian MS-VAR Process
by: Gankhuu, Battulga
Published: (2021)

Equity-Linked Life Insurances on Maximum of Several Assets
by: Gankhuu, Battulga
Published: (2021)

Gordon Growth Model with Vector Autoregressive Process
by: Gankhuu, Battulga
Published: (2024)

The Merton's Default Risk Model for Public Company
by: Gankhuu, Battulga
Published: (2024)

On the Hull-White model with volatility smile for Valuation Adjustments
by: van der Zwaard, T., et al.
Published: (2024)

Efficient Wrong-Way Risk Modelling for Funding Valuation Adjustments
by: van der Zwaard, T., et al.
Published: (2022)

Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments
by: Han, Jeong Yu, et al.
Published: (2022)

An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans
by: Nguyen, Minh-Quan, et al.
Published: (2024)

Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
by: Cao, Zheng, et al.
Published: (2025)

Contingent Claim Valuation under Increasing Profit, Strong Arbitrage, and Arbitrage of the First Kind
by: Tsuzuki, Yukihiro
Published: (2026)

Valuation of Variable Annuities with Equity Protection Swaps under Jumps and Default Risks
by: Rutkowski, Marek, et al.
Published: (2026)

Derivative Preserving Conditions in Conditional Expectation Operator
by: Gankhuu, Battulga
Published: (2024)

EM Estimation of Conditional Matrix Variate $t$ Distributions
by: Gankhuu, Battulga
Published: (2024)

Bayesian Markov-Switching Vector Autoregressive Process
by: Gankhuu, Battulga
Published: (2024)

Derivatives of Risk Measures
by: Gankhuu, Battulga
Published: (2024)

Combined Mutiplicative-Heston Model for Stochastic Volatility
by: Moghaddam, M. Dashti, et al.
Published: (2018)

Time-Varying Factor-Augmented Models for Volatility Forecasting
by: Zhang, Duo, et al.
Published: (2025)

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)

Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
by: Zaugg, Nicola F., et al.
Published: (2024)

From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)

Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities
by: Chen, Zixing, et al.
Published: (2025)

Inflation Models with Correlation and Skew
by: Ogetbil, Orcan, et al.
Published: (2024)

Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by: Schroers, Dennis
Published: (2024)

Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models
by: He, Jian, et al.
Published: (2025)

Rough SABR Forward Market Model
by: Adachi, Reo, et al.
Published: (2025)

Market Viability and Completeness for Multinomial Models
by: Arca, Nahuel I.
Published: (2025)

Short-Rate-Dependent Volatility Models
by: Leung, Tim, et al.
Published: (2026)

Model-free portfolio allocation in continuous-time
by: Chiu, Henry
Published: (2024)

Scaling Limits for Exponential Hedging in Trinomial Models
by: Dolinsky, Yan, et al.
Published: (2026)

Modeling Stock Return Distributions and Pricing Options
by: Jiang, Xinxin
Published: (2025)

Agent-Based Models for Two Stocks with Superhedging
by: Crisci, Dario, et al.
Published: (2025)

Rough PDEs for Local Stochastic Volatility Models
by: Peter Bank, et al.
Published: (2025)

Exploratory Control with Tsallis Entropy for Latent Factor Models
by: Donnelly, Ryan, et al.
Published: (2022)

Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options
by: Tu, Yun-Feng, et al.
Published: (2025)

Semiclassical CEV Option Pricing Model: an Analytical Approach
by: Capitán, Jose A., et al.
Published: (2024)

Polar Coordinates for the 3/2 Stochastic Volatility Model
by: Paul Nekoranik
Published: (2025)

Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?
by: Eduardo Abi Jaber, et al.
Published: (2025)

Robust Bernoulli Mixture Models for Credit Portfolio Risk
by: Jonathan Ansari, et al.
Published: (2025)

Eigen Portfolios: From Single Component Models to Ensemble Approaches
by: Zhou, ZhengXiang, et al.
Published: (2025)