Pricing and hedging basis risk under no good deal assumption (Q470724): Difference between revisions

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+https://doi.org/10.1007/s10436-013-0246-1
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+W2240612422
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@@ Property / cites work @@
+Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
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@@ Property / cites work @@
+Q3656683
@@ Property / cites work: Q3656683 / rank @@
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@@ Property / cites work @@
+Towards a General Theory of Good-Deal Bounds*
@@ Property / cites work: Towards a General Theory of Good-Deal Bounds* / rank @@
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@@ Property / cites work @@
+Pricing with Coherent Risk
@@ Property / cites work: Pricing with Coherent Risk / rank @@
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+A general version of the fundamental theorem of asset pricing
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+Mean-variance hedging in continuous time
@@ Property / cites work: Mean-variance hedging in continuous time / rank @@
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@@ Property / cites work @@
+Q3815091
@@ Property / cites work: Q3815091 / rank @@
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+Mean-Variance Hedging and Numeraire
@@ Property / cites work: Mean-Variance Hedging and Numeraire / rank @@
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@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+Dynamic utility-based good deal bounds
@@ Property / cites work: Dynamic utility-based good deal bounds / rank @@
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+Q4350437
@@ Property / cites work: Q4350437 / rank @@
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+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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+Q4303982
@@ Property / cites work: Q4303982 / rank @@
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+Mean-variance hedging for general claims
@@ Property / cites work: Mean-variance hedging for general claims / rank @@
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+Q2771116
@@ Property / cites work: Q2771116 / rank @@
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