Pages that link to "Item:Q1162768"
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The following pages link to Martingales and stochastic integrals in the theory of continuous trading (Q1162768):
Displayed 50 items.
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- A martingale approach to premium calculation principles in an arbitrage free market (Q758074) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- A note on a simplified approach to the valuation of risky streams (Q788598) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- A binomial contingent claims model for valuing risky ventures (Q803013) (← links)
- Asset pricing for general processes (Q804457) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Total risk aversion and the pricing of options (Q811316) (← links)
- Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
- Computation of arbitrage in frictional bond markets (Q860869) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- On the pricing of American options (Q913622) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
- The demand for information: More heat than light (Q936629) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap (Q940499) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- A boundary crossing model of counterparty risk (Q951388) (← links)
- Option valuation with co-integrated asset prices (Q951492) (← links)
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Stock market dynamics created by interacting agents (Q995852) (← links)
- Valuation of cash flows under random rates of interest: a linear algebraic approach (Q997086) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- An extended Heath-Jarrow-Morton risk-neutral drift (Q1003883) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Ruin problems and myopic portfolio optimization in continuous trading (Q1083122) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- Option pricing methods: an overview (Q1116873) (← links)
- A new method for valueing underwriting agreements for rights issues (Q1117659) (← links)
- On pricing of market-indexed certificates of deposit (Q1123103) (← links)