Pages that link to "Item:Q470603"
From MaRDI portal
The following pages link to A two price theory of financial equilibrium with risk management implications (Q470603):
Displaying 14 items.
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Financial equilibrium with non-linear valuations (Q1648908) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Zero covariation returns (Q2296115) (← links)
- Adapted hedging (Q2397784) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- Hedging insurance books (Q2520465) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- From credit valuation adjustments to credit capital commitments (Q2869975) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
