Pages that link to "Item:Q4916239"
From MaRDI portal
The following pages link to DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239):
Displaying 11 items.
- Dynamic quasi concave performance measures (Q478133) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Acceptability maximization (Q2170297) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- CONIC PORTFOLIO THEORY (Q2806366) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS (Q5010070) (← links)
- CONIC CVA AND DVA FOR OPTION PORTFOLIOS (Q5147998) (← links)
- A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time (Q5219305) (← links)
- Deep signature FBSDE algorithm (Q6164091) (← links)
