Option overlay strategies (Q4683071): Difference between revisions

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+Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
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+Theory of constant proportion portfolio insurance
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+Strategic asset allocation
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+The return on investment from proportional portfolio strategies
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+Optimal positioning in derivative securities
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+MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
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+Q4524816
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+Q4828653
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+THE RANGE OF TRADED OPTION PRICES
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+Two price economies in continuous time
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+Spanning and completeness in markets with contingent claims
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+The fundamental theorem of asset pricing under transaction costs
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+Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory
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+Martingales and arbitage in securities markets with transaction costs
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+Option pricing using variance gamma Markov chains
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+Q4552656
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+A two price theory of financial equilibrium with risk management implications
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+Asset pricing theory for two price economies
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+The Variance Gamma Process and Option Pricing
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+Structured products equilibria in conic two price markets
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+Q4367302
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+Optimum consumption and portfolio rules in a continuous-time model
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+Self-similar processes with independent increments
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+Q2771116
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+The Dual Theory of Choice under Risk
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