The following pages link to (Q2782354):
Displayed 5 items.
- Liquidity risks on power exchanges: a generalized Nash equilibrium model (Q368744) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- Computing strategies for achieving acceptability: a Monte Carlo approach (Q2464857) (← links)