The following pages link to (Q4368791):
Displayed 50 items.
- Existence of an endogenously complete equilibrium driven by a diffusion (Q486924) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Lower and upper bounds for prices of Asian-type options (Q492182) (← links)
- Nonhomogeneous telegraph processes and their application to financial market modeling (Q492468) (← links)
- Calculations of greeks for jump diffusion processes (Q493354) (← links)
- Optimal dynamic asset allocation of pension fund in mortality and salary risks framework (Q495461) (← links)
- Market completion with derivative securities (Q503398) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- Optimal mean-variance portfolio selection (Q513742) (← links)
- Estimates on functional integrals of quantum mechanics and non-relativistic quantum field theory (Q514284) (← links)
- Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions (Q539091) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- Evolutionary stability of portfolio rules in incomplete markets (Q556401) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model (Q601887) (← links)
- Sensitivities for Bermudan options by regression methods (Q604677) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Valuing executive stock options: a quadratic approximation (Q613458) (← links)
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- Modeling investment behavior under price cap regulation (Q623752) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- Diversity and arbitrage in a regulatory breakup model (Q635965) (← links)
- Risk sensitive impulse control of non-Markovian processes (Q639355) (← links)
- Optimal multiple stopping time problem (Q640060) (← links)
- Drift and the risk-free rate (Q642444) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals (Q655329) (← links)
- Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Relative arbitrage in volatility-stabilized markets (Q665537) (← links)
- The implied liquidity premium for equities (Q665709) (← links)
- Balance, growth and diversity of financial markets (Q665825) (← links)
- Time change equations for Lévy-type processes (Q681994) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
- Convexity bounds for BSDE solutions, with applications to indifference valuation (Q718884) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Dynamic valuation of options on non-traded assets and trading strategies (Q741862) (← links)
- Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks (Q743147) (← links)
- Options with constant underlying elasticity in strikes (Q812141) (← links)
- Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)
- Sup-convolutions of HARA utilities in the affine term structure (Q816443) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)