Pages that link to "Item:Q3067159"
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The following pages link to MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (Q3067159):
Displayed 50 items.
- Weakly time consistent concave valuations and their dual representations (Q261920) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Conic coconuts: the pricing of contingent capital notes using conic finance (Q1932541) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Estimation of the bid-ask prices for the European discrete geometric average and arithmetic average Asian options (Q2045356) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778) (← links)
- Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Zero covariation returns (Q2296115) (← links)
- Estimation of ask and bid prices for geometric Asian options (Q2296530) (← links)
- A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261) (← links)
- Adapted hedging (Q2397784) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- Hedging insurance books (Q2520465) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Dynamic assessment indices (Q2803410) (← links)
- CONIC PORTFOLIO THEORY (Q2806366) (← links)
- Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
- From credit valuation adjustments to credit capital commitments (Q2869975) (← links)
- FIX: The Fear Index—Measuring Market Fear (Q2920952) (← links)
- CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
- GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
- Surplus-Invariant Risk Measures (Q3387927) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- A multiple-curve Lévy forward rate model in a two-price economy (Q4554436) (← links)
- A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (Q4609028) (← links)
- Option overlay strategies (Q4683071) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)