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 22 items.
- A Discrete-Time Model for Reinvestment Risk in Bond Markets (Q5505899) (← links)
- PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY: AN ECONOMIC ANALYSIS (Q5696888) (← links)
- Game approach to the optimal stopping problem† (Q5711150) (← links)
- Hedging Equity-Linked Life Insurance Contracts (Q5718206) (← links)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
- (Q5856511) (← links)
- VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)
- A dynamic version of the super-replication theorem under proportional transaction costs (Q5876577) (← links)
- Consumption and investment under constraints (Q5906560) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Pricing issues with investment flows. Applications to market models with frictions (Q5943169) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
- Entropic Optimal Planning for Path-Dependent Mean Field Games (Q6098456) (← links)
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)
- Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus (Q6164098) (← links)
- On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
- On Z-mean reflected BSDEs (Q6201862) (← links)