The following pages link to Options and Efficiency (Q4096087):
Displayed 50 items.
- Spanning and completeness in markets with contingent claims (Q1090586) (← links)
- Efficient funds for meager asset spaces (Q1093505) (← links)
- Existence of competitive equilibria for option markets (Q1262190) (← links)
- Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty (Q1319271) (← links)
- Spanning, valuation and options (Q1338119) (← links)
- Non-existence and inefficiency of equilibria with American options (Q1339009) (← links)
- Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
- Spanning with American options. (Q1399554) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- Minimum-cost portfolio insurance (Q1583151) (← links)
- Markets that don't replicate any option. (Q1608851) (← links)
- Option spanning beyond \(L_p\)-models (Q1679558) (← links)
- Rearrangement algorithm and maximum entropy (Q1708515) (← links)
- Linear and nonlinear price decentralization (Q1772666) (← links)
- Optimal strategies in equity securities and derivatives (Q1827006) (← links)
- The cheapest hedge. (Q1864980) (← links)
- Capital market equilibrium with moral hazard (Q1867767) (← links)
- Nonparametric risk management and implied risk aversion (Q1969813) (← links)
- A model-free approach to multivariate option pricing (Q2047036) (← links)
- Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Semi-nonparametric approximation and index options (Q2292040) (← links)
- Nonparametric spot volatility from options (Q2299587) (← links)
- A note on spanning with options (Q2381463) (← links)
- Rational expectations equilibrium and the strategic choice of costly information (Q2457246) (← links)
- Integrated portfolio management with options (Q2464233) (← links)
- Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) (← links)
- Endogenous uncertainty in a general equilibrium model with price contingent contracts (Q2564221) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- The financial market: not as big as you think (Q2633452) (← links)
- Markets for financial innovation (Q2685875) (← links)
- Computational methods for option replication (Q2885507) (← links)
- THE ENTROPY THEORY OF BOND OPTION PRICING (Q3022049) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)
- Pension Plan Funding, Technology Choice, and the Equity Risk Premium (Q3173494) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT? (Q4226851) (← links)
- EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863) (← links)
- CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
- Smallest order closed sublattices and option spanning (Q4595999) (← links)
- Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs (Q5001155) (← links)
- Coordinating Vulnerable Supply Chains with Option Contracts (Q5013387) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails (Q5247239) (← links)
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives (Q5872882) (← links)