Pages that link to "Item:Q4216115"

The following pages link to An Explicit Formula for Option Pricing in Discrete Incomplete Markets (Q4216115):

Displayed 8 items.

• An introduction to statistical finance (Q699524) ‎ (← links)
• Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) ‎ (← links)
• A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) ‎ (← links)
• Elements for a theory of financial risks (Q1577075) ‎ (← links)
• RISKY OPTIONS SIMPLIFIED (Q3523514) ‎ (← links)
• A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS (Q3523540) ‎ (← links)
• OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) ‎ (← links)
• An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044) ‎ (← links)