Search results
From MaRDI portal
- Paper The true index of cost of living under general equilibrium: the numéraire matters 2018-11-22 Paper A non-possibility theorem for joint stability...10 bytes (18 words) - 18:12, 13 December 2023
- random horizon with applications to NFLVR 2022-07-27 Paper Log-optimal and numéraire portfolios for market models stopped at a random time 2022-07-05 Paper...10 bytes (16 words) - 03:29, 13 December 2023
- MARKETS 2011-03-25 Paper Numéraire-invariant preferences in financial modeling 2010-10-04 Paper The continuous behavior of the numéraire portfolio under small...10 bytes (16 words) - 10:40, 6 October 2023
- Publication Type Fair pricing and hedging under small perturbations of the numéraire on a finite probability space 2023-02-08 Paper...10 bytes (16 words) - 20:05, 6 October 2023
- Publication Type Fair pricing and hedging under small perturbations of the numéraire on a finite probability space 2023-02-08 Paper...10 bytes (16 words) - 20:05, 6 October 2023
- Publication Type Fair pricing and hedging under small perturbations of the numéraire on a finite probability space 2023-02-08 Paper...10 bytes (16 words) - 20:05, 6 October 2023
- 2023-08-10 Paper Fair pricing and hedging under small perturbations of the numéraire on a finite probability space 2023-02-08 Paper Stability of the Indirect...10 bytes (16 words) - 13:09, 7 October 2023
- derivatives with discrete stochastic dividends. 2003-11-16 Paper CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS 2003-05-05 Paper Coexistence states for periodic competitive...10 bytes (16 words) - 04:02, 12 December 2023
- Paper Valuing guaranteed minimum accumulation benefits by a change of numéraire approach 2022-03-10 Paper...10 bytes (16 words) - 11:19, 7 October 2023
- Publication Type The true index of cost of living under general equilibrium: the numéraire matters 2018-11-22 Paper Can we identify Walrasian allocations? 2002-01-01...10 bytes (16 words) - 13:12, 24 September 2023
- random horizon with applications to NFLVR 2022-07-27 Paper Log-optimal and numéraire portfolios for market models stopped at a random time 2022-07-05 Paper...10 bytes (16 words) - 14:15, 24 September 2023
- Publication Type Valuing guaranteed minimum accumulation benefits by a change of numéraire approach 2022-03-10 Paper The Valuation of a Guaranteed Minimum Maturity...10 bytes (16 words) - 13:54, 24 September 2023
- Their Optimal Portfolios 2017-03-09 Paper How non-arbitrage, viability and numéraire portfolio are related 2015-11-09 Paper https://portal.mardi4nfdi.de/entity/Q3403313...10 bytes (16 words) - 11:03, 6 October 2023
- Publication Type Is numérairology the future of monetary economics? Unbundling numéraire and medium of exchange through a virtual currency and a shadow exchange...10 bytes (18 words) - 19:59, 6 October 2023
- https://portal.mardi4nfdi.de/entity/Q4357643 1997-09-25 Paper Changes of numéraire, changes of probability measure and option pricing 1996-01-17 Paper Insider...10 bytes (18 words) - 02:48, 11 December 2023
- Paper The true index of cost of living under general equilibrium: the numéraire matters 2018-11-22 Paper Validating Policy‐Induced Economic Change Using...10 bytes (16 words) - 17:48, 24 September 2023
- strategies in bond markets 2004-11-24 Paper Local risk minimization and numéraire 2002-09-22 Paper Mean-Variance Hedging for Stochastic Volatility Models...10 bytes (17 words) - 22:53, 11 December 2023
- claim pricing with differential information 1997-08-07 Paper Changes of numéraire, changes of probability measure and option pricing 1996-01-17 Paper https://portal...10 bytes (17 words) - 12:13, 9 December 2023
- Paper Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio 2019-10-31 Paper Information Geometry in Portfolio Theory 2019-07-10...10 bytes (20 words) - 16:55, 6 October 2023
- setting 2001-06-10 Paper Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets 2001-03-29 Paper CONSUMPTION...10 bytes (16 words) - 16:16, 8 December 2023
