Pages that link to "Item:Q1838779"

The following pages link to A stochastic calculus model of continuous trading: Complete markets (Q1838779):

Displaying 32 items.

• Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
• Asset pricing theory for two price economies (Q2018556) (← links)
• An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
• Integral representation of martingales motivated by the problem of endogenous completeness in financial economics (Q2434474) (← links)
• A note on the CIR process and the existence of equivalent martingale measures (Q2482116) (← links)
• Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
• Portfolio optimization with a defaultable security (Q2643672) (← links)
• PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE (Q2797876) (← links)
• Enlargement of filtration and predictable representation property for semi-martingales (Q2833695) (← links)
• Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
• Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model (Q2889601) (← links)
• Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963) (← links)
• LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
• Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)
• Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441) (← links)
• PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
• APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES (Q3125788) (← links)
• ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234) (← links)
• OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239) (← links)
• Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
• A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
• Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
• Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹ (Q4345879) (← links)
• A Characterization of Complete Security Markets On A Brownian Filtration¹ (Q4345913) (← links)
• Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (Q4345919) (← links)
• REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED (Q4345926) (← links)
• A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933) (← links)
• Option Pricing When Jump Risk Is Systematic¹ (Q4345937) (← links)
• THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
• Risk‐neutral pricing techniques and examples (Q6054366) (← links)
• PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS (Q6119768) (← links)
• The influence of financial practice in developing mathematical probability. Submitted for a special edition of \textit{Synthese}, ``Enabling mathematical cultures'' (Q6182765) (← links)