Pages that link to "Item:Q1814741"
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The following pages link to On the pricing of contingent claims under constraints (Q1814741):
Displayed 50 items.
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Financial markets with volatility uncertainty (Q406259) (← links)
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
- The solution of fuzzy linear systems by nonlinear programming: a financial application (Q856312) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
- A model for pricing real estate derivatives with stochastic interest rates (Q969871) (← links)
- The European option with hereditary price structures (Q1294213) (← links)
- On the diversity of equity markets (Q1300422) (← links)
- Non-marketed options, non-existence of equilibria, and nonlinear prices. (Q1427492) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Markets that don't replicate any option. (Q1608851) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- Superhedging under ratio constraint (Q1657512) (← links)
- Non-transferable non-hedgeable executive stock option pricing (Q1657589) (← links)
- Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
- Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
- The cheapest hedge. (Q1864980) (← links)
- Stability of option prices under uniform ellipticity. (Q1871296) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- An interval of no-arbitrage prices in financial markets with volatility uncertainty (Q1992892) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- American option pricing with imprecise risk-neutral probabilities (Q2379326) (← links)
- Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems (Q2461282) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
- Arbitrage-free interval of American contingent claims under proportional transaction cost (Q2937937) (← links)
- GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
- ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
- Pricing with non-smooth utility function (Q3396066) (← links)
- Optimum Constrained Portfolio Rules in a Diffusion Market (Q3424319) (← links)
- On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
- OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY‐BASED PRICING (Q3608738) (← links)
- Dynamic Portfolio Selection in a Dual Expected Utility Theory Framework (Q3632847) (← links)