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 15 items.
- Tractable hedging with additional hedge instruments (Q539149) (← links)
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
- Quantile hedging for guaranteed minimum death benefits (Q659169) (← 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)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)