Pages that link to "Item:Q4646780"
From MaRDI portal
The following pages link to Optimal design of derivatives in illiquid markets* (Q4646780):
Displayed 4 items.
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- Optimal risk sharing with background risk (Q2370496) (← links)
- Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives (Q2427817) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)