Pages that link to "Item:Q1138469"
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The following pages link to Martingales and arbitrage in multiperiod securities markets (Q1138469):
Displayed 50 items.
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- Drift operator in a viable expansion of information flow (Q288832) (← links)
- Lie symmetry reductions and exact solutions of an option-pricing equation for large agents (Q305826) (← links)
- Ambiguity aversion in the long run: ``to disagree, we must also agree'' (Q308624) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options (Q315043) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Resolution of financial distress under Chapter 11 (Q318866) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Bankruptcy prevention in multiperiod Markowitz optimization problem (Q344024) (← links)
- Convergence in measure under finite additivity (Q369386) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- An alternative approach to the valuation of American options and applications (Q375241) (← links)
- On pricing kernels and finite-state variable Heath Jarrow Morton models (Q375245) (← links)
- American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
- Calibration of Gaussian Heath, Jarrow and Morton and random field interest rate term structure models (Q375376) (← links)
- Quantum-like tunnelling and levels of arbitrage (Q395545) (← links)
- Spanning with indexes (Q406270) (← links)
- Strategic investment under uncertainty: a synthesis (Q420884) (← links)
- Efficiency analysis, shortage functions, arbitrage, and martingales (Q421603) (← links)
- Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
- Hedging processes for catastrophe options (Q457624) (← links)
- A note on the condition of no unbounded profit with bounded risk (Q468417) (← links)
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- Negative call prices (Q470687) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- Convex duality in optimal investment under illiquidity (Q484140) (← links)
- Model uncertainty and the pricing of American options (Q503400) (← links)
- Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Intertemporal asset pricing and the marginal utility of wealth (Q553533) (← links)
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Interest rate theory and geometry (Q604623) (← links)
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk (Q621759) (← links)
- Closed-form solutions for pricing credit-risky bonds and bond options (Q632832) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- Drift and the risk-free rate (Q642444) (← links)
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)