RISKY OPTIONS SIMPLIFIED (Q3523514): Difference between revisions

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+Pricing Risky Options Simply
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+The Black-Scholes option pricing problem in mathematical  finance: generalization and extensions for a large class of stochastic processes
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+Weighted norm inequalities and hedging in incomplete markets
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+The variance-optimal martingale measure for continuous processes
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+Mean-Variance Hedging and Numeraire
@@ Property / cites work: Mean-Variance Hedging and Numeraire / rank @@
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+On Minimizing Risk in Incomplete Markets Option Pricing Models
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+Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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+On Quadratic Cost Criteria for Option Hedging
@@ Property / cites work: On Quadratic Cost Criteria for Option Hedging / rank @@
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+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
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+Approximation pricing and the variance-optimal martingale measure
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+An Explicit Formula for Option Pricing in Discrete Incomplete Markets
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+https://doi.org/10.1142/s0219024999000054
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+W2075490169
@@ Property / OpenAlex ID: W2075490169 / rank @@
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