Pages that link to "Item:Q4763538"
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The following pages link to Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (Q4763538):
Displayed 50 items.
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- No free lunch for markets with multiple numéraires (Q2686002) (← links)
- On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield (Q2701101) (← links)
- MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- (Q3120175) (← links)
- (Q3120795) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
- The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
- On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
- OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
- REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3523581) (← links)
- The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- Duality in static hedging of barrier options (Q3625230) (← links)
- A stochastic target formulation for optimal switching problems in finite horizon (Q3630058) (← links)
- The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps (Q3633143) (← links)
- PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q4419301) (← links)
- ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS (Q4528081) (← links)
- Option pricing with hedging at fixed trading dates (Q4541525) (← links)
- Stochastic volatility, smile & asymptotics (Q4541571) (← links)
- Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
- SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (Q4584703) (← links)
- (Q4609640) (← links)
- Hedging European and Barrier options using stochastic optimization (Q4610264) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
- On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- Option bounds (Q4822458) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Partial hedging and cash requirements in discrete time (Q5001180) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
- Solution of the HJB Equations Involved in Utility-Based Pricing (Q5038268) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
- Price Index Insurances in the Agriculture Markets (Q5165012) (← links)
- Functional Itô calculus (Q5234333) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
- (Q5389840) (← links)
- Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
- Terminal-Dependent Statistical Inferences for FBSDE (Q5416840) (← links)
- MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (Q5455261) (← links)