A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700): Difference between revisions

@@ Property / cites work @@
+The design of equity-indexed annuities
@@ Property / cites work: The design of equity-indexed annuities / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing contingent claims on stocks driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
+Normal rank
@@ Property / cites work @@
+On dynamic investment strategies
@@ Property / cites work: On dynamic investment strategies / rank @@
+Normal rank
@@ Property / cites work @@
+Q2782356
@@ Property / cites work: Q2782356 / rank @@
+Normal rank
@@ Property / cites work @@
+MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS
+Normal rank
@@ Property / cites work @@
+Processes of Meixner type
@@ Property / cites work: Processes of Meixner type / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Fair valuation of insurance contracts under Lévy process specifications
+Normal rank
@@ Property / cites work @@
+Q4486401
@@ Property / cites work: Q4486401 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5409097
@@ Property / cites work: Q5409097 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal approximations for risk measures of sums of lognormals based on conditional expectations
+Normal rank
@@ Property / cites work @@
+Q2892811
@@ Property / cites work: Q2892811 / rank @@
+Normal rank
@@ Property / cites work @@
+Ordering risks: expected utility theory versus Yaari's dual theory of risk
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank