Pages that link to "Item:Q1138469"
From MaRDI portal
The following pages link to Martingales and arbitrage in multiperiod securities markets (Q1138469):
Displayed 50 items.
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- What is the impact of stock market contagion on an investor's portfolio choice? (Q659101) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- On the pricing of longevity-linked securities (Q659196) (← links)
- Longevity bond premiums: the extreme value approach and risk cubic pricing (Q659198) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Asset pricing and hedging in financial markets with transaction costs: an approach based on the von Neumann-Gale model (Q665729) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- A computational study on general equilibrium pricing of derivative securities (Q665835) (← links)
- The fundamental theorem of asset pricing for continuous processes under small transaction costs (Q666440) (← links)
- Irreversible investment and discounting: an arbitrage pricing approach (Q666449) (← links)
- An analytically tractable model for pricing multiasset options with correlated jump-diffusion equity processes and a two-factor stochastic yield curve (Q670282) (← links)
- The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- Pricing equity-linked life insurance with endogenous minimum guarantees (Q689564) (← links)
- The valuation problem in arbitrage price theory (Q690339) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- An integrated pricing model for defaultable loans and bonds (Q704061) (← links)
- A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080) (← links)
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (Q737988) (← links)
- Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras (Q739511) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Asset market equilibrium in infinite dimensional complete markets (Q756627) (← links)
- A martingale approach to premium calculation principles in an arbitrage free market (Q758074) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
- A note on a simplified approach to the valuation of risky streams (Q788598) (← links)
- Price taking behavior and trading in options (Q789290) (← links)
- Induced preferences and the theory of the consumer (Q790697) (← links)
- Asset pricing for general processes (Q804457) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Asset pricing under progressive taxes and existence of general equilibrium (Q813344) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
- Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
- How to invest optimally in corporate bonds: a reduced-form approach (Q844585) (← links)
- Consistency among trading desks (Q854281) (← links)
- Monetary equilibria in a cash-in-advance economy with incomplete financial markets (Q855311) (← links)
- Link-save trading (Q855369) (← links)
- Computation of arbitrage in frictional bond markets (Q860869) (← links)
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- Martingale measures in the market with restricted information (Q868406) (← links)
- Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)