Pages that link to "Item:Q1038336"
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The following pages link to Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336):
Displaying 7 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- A dual representation of gain–loss hedging for European claims in discrete time (Q2903127) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- Partial hedging and cash requirements in discrete time (Q5001180) (← links)
