Pages that link to "Item:Q4372016"
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The following pages link to DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup> (Q4372016):
Displaying 24 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- Sufficient Poisson jump diffusion market models revisited (Q2759032) (← links)
- Minimal martingale measure on a finite probability space (Q2849242) (← links)
- Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
- LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (Q2947346) (← links)
- Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441) (← links)
- Optimal Stopping Problems for Asset Management (Q3167333) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
- Convergence of Jump-Diffusion Modelsto the Black–Scholes Model (Q4795544) (← links)
- UTILITY BASED PRICING AND HEDGING OF JUMP DIFFUSION PROCESSES WITH A VIEW TO APPLICATIONS (Q4902548) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Hedging strategies for energy derivatives (Q5247229) (← links)
- OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
- Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909) (← links)
- Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)
- Bounds on mean variance hedging in jump diffusion (Q6185522) (← links)
