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 20 items.
- ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS (Q4528081) (← links)
- Option pricing with hedging at fixed trading dates (Q4541525) (← links)
- Stochastic volatility, smile & asymptotics (Q4541571) (← links)
- Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model (Q4548069) (← links)
- On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- Option bounds (Q4822458) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
- MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (Q5455261) (← links)
- 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)
- 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)