Pages that link to "Item:Q665707"
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The following pages link to Risk measure pricing and hedging in incomplete markets (Q665707):
Displayed 17 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)
- 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)
- 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)
- SCENARIOS FOR PRICE DETERMINATION IN INCOMPLETE MARKETS (Q3527431) (← links)
- RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS (Q3650925) (← links)
- On the calibration of distortion risk measures to bid-ask prices (Q5245461) (← links)