Pages that link to "Item:Q2725292"
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The following pages link to Martingales versus PDEs in finance: an equivalence result with examples (Q2725292):
Displayed 14 items.
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- No arbitrage conditions for simple trading strategies (Q666439) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- On optimal arbitrage (Q990375) (← links)
- Volatility time and properties of option prices (Q1425480) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724) (← links)
- MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
- The pricing of derivatives on assets with quadratic volatility (Q4551199) (← links)