Pricing and hedging of american contingent claims in incomplete markets (Q1806063): Difference between revisions

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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+The Pricing of Options and Corporate Liabilities
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Hedging contingent claims with constrained portfolios
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+Pricing stock and bond derivatives with a multi-factor Gaussian model
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Q4274285
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+Publication:1806063