Pages that link to "Item:Q1162768"
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The following pages link to Martingales and stochastic integrals in the theory of continuous trading (Q1162768):
Displayed 50 items.
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- Bond options and bond portfolio insurance (Q1182784) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A dynamic reinsurance theory (Q1199962) (← links)
- Optimal trading of stock options under alternative strategy (Q1206118) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- The European option with hereditary price structures (Q1294213) (← links)
- Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- Evaluation of the GIC rollover option (Q1333588) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- General framework for pricing derivative securities (Q1346157) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
- On the possibility of hedging options in the presence of transaction costs (Q1364395) (← links)
- From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
- Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852) (← links)
- Stochastic time changes in catastrophe option pricing (Q1381450) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
- Unemployment insurance and mortgages (Q1381476) (← links)
- The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
- Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
- Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
- An economic premium principle in a multiperiod economy. (Q1413269) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- The super-replication problem via probabilistic methods (Q1413690) (← links)
- Risk aversion and allocation to long-term bonds. (Q1414618) (← links)
- A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
- The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- On SDEs with marginal laws evolving in finite-dimensional exponential families (Q1579848) (← links)
- The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
- An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
- Futures market equilibrium with heterogeneity and a spot market at harvest (Q1589561) (← links)