Pages that link to "Item:Q665707"

The following pages link to Risk measure pricing and hedging in incomplete markets (Q665707):

Displaying 18 items.

• Capturing parameter risk with convex risk measures (Q362040) (← links)
• Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
• On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
• Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
• Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
• Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
• Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
• A maximum principle approach to risk indifference pricing with partial information (Q1009400) (← links)
• Market consistent valuations with financial imperfection (Q1640175) (← links)
• Equal risk pricing under convex trading constraints (Q1655628) (← links)
• A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
• Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
• Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
• Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
• CONVEX RISK MEASURES FOR GOOD DEAL BOUNDS (Q2875725) (← links)
• GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
• EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
• Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)