The following pages link to Instantaneous portfolio theory (Q4554500):
Displaying 8 items.
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- Zero covariation returns (Q2296115) (← links)
- Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Necessity of weak subordination for some strongly subordinated Lévy processes (Q5014298) (← links)
- Exposure valuations and their capital requirements (Q6078123) (← links)
