Pages that link to "Item:Q703158"
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The following pages link to Pricing a nontradeable asset and its derivatives. (Q703158):
Displayed 12 items.
- Optimizing a multi-stage production/inventory system by DC programming based approaches (Q461449) (← links)
- Zero-level pricing method with transaction cost (Q691472) (← links)
- Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
- A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts (Q716340) (← links)
- Hedging interest rate risk by optimization in Banach spaces (Q995956) (← links)
- Sequential arbitrage measurements and interest rate envelopes (Q1014010) (← links)
- A convex version of multivariate adaptive regression splines (Q1623730) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- Risk-neutral valuation with infinitely many trading dates (Q2471590) (← links)
- A geometric framework for nonconvex optimization duality using augmented Lagrangian functions (Q2481369) (← links)
- Pricing dynamic binary variables and their derivatives (Q2873018) (← links)
- OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) (← links)