Pages that link to "Item:Q2929383"
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The following pages link to OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383):
Displaying 8 items.
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
- Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
- SIMPLIFIED HEDGE FOR PATH-DEPENDENT DERIVATIVES (Q2836214) (← links)
- On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
- On the Optimal Investment (Q4976507) (← links)
- Construction and Hedging of Optimal Payoffs in Lévy Models (Q4976508) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
