Pages that link to "Item:Q2440802"

The following pages link to Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802):

Displayed 2 items.

• Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) ‎ (← links)
• Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) ‎ (← links)