Pages that link to "Item:Q4345933"
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The following pages link to A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933):
Displayed 12 items.
- Game contingent claims in complete and incomplete markets (Q705897) (← links)
- On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets (Q862209) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Smallest \(g\)-supersolution with constraint (Q1589807) (← links)
- Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
- Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)