Pages that link to "Item:Q2018556"
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The following pages link to Asset pricing theory for two price economies (Q2018556):
Displaying 18 items.
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Financial equilibrium with non-linear valuations (Q1648908) (← links)
- Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Nonlinear expectations of random sets (Q2022754) (← links)
- Two price economic equilibria and financial market bid/ask prices (Q2036002) (← links)
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- Zero covariation returns (Q2296115) (← links)
- Adapted hedging (Q2397784) (← links)
- Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
- Hedging insurance books (Q2520465) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
