RISKY OPTIONS SIMPLIFIED (Q3523514): Difference between revisions

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-Martin Schweizer
@@ Property / author: Martin Schweizer / rank @@
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+Martin Schweizer
@@ Property / author: Martin Schweizer / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Risky Options Simply
@@ Property / cites work: Pricing Risky Options Simply / rank @@
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@@ Property / cites work @@
+The Black-Scholes option pricing problem in mathematical  finance: generalization and extensions for a large class of stochastic processes
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@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted norm inequalities and hedging in incomplete markets
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@@ Property / cites work @@
+The variance-optimal martingale measure for continuous processes
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@@ Property / cites work @@
+Mean-Variance Hedging and Numeraire
@@ Property / cites work: Mean-Variance Hedging and Numeraire / rank @@
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@@ Property / cites work @@
+On Minimizing Risk in Incomplete Markets Option Pricing Models
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@@ Property / cites work @@
+Föllmer-Schweizer decomposition and mean-variance hedging for general claims
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@@ Property / cites work @@
+On Quadratic Cost Criteria for Option Hedging
@@ Property / cites work: On Quadratic Cost Criteria for Option Hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
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@@ Property / cites work @@
+Approximation pricing and the variance-optimal martingale measure
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@@ Property / cites work @@
+An Explicit Formula for Option Pricing in Discrete Incomplete Markets
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024999000054
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@@ Property / OpenAlex ID @@
+W2075490169
@@ Property / OpenAlex ID: W2075490169 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:3523514