Pages that link to "Item:Q3487095"
From MaRDI portal
The following pages link to A Stochastic Control Approach to the Pricing of Options (Q3487095):
Displaying 11 items.
- Total risk aversion and the pricing of options (Q811316) (← links)
- Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- DIFFERENTIAL GAME-THEORETIC THOUGHTS ON OPTION PRICING AND TRANSACTION COSTS (Q2701834) (← links)
- OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
- User’s guide to viscosity solutions of second order partial differential equations (Q4016740) (← links)
- Option pricing with hedging at fixed trading dates (Q4541525) (← links)
- The Bellman equation for control of the running max of a diffusion and applications to look-back options (Q4711143) (← links)
- Contingent claim valuation in a market with different interest rates (Q4859449) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
