Pages that link to "Item:Q1655628"
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The following pages link to Equal risk pricing under convex trading constraints (Q1655628):
Displayed 8 items.
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- Equal risk pricing and hedging of financial derivatives with convex risk measures (Q5068070) (← links)
- AN EMPIRICAL ANALYSIS OF OPTION PRICING WITH SHORT SELL BANS (Q5088798) (← links)
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
- VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)
- Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures (Q6063319) (← links)