Pages that link to "Item:Q2463721"
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The following pages link to Pricing and hedging European options with discrete-time coherent risk (Q2463721):
Displaying 7 items.
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
