Risk-neutral valuation: Pricing and hedging of financial derivatives
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(30)- Fixing risk neutral risk measures
- Arbitrage pricing of financial assets
- The kind of silence: managing a reputation for voluntary disclosure in financial markets
- Fuzzy semi-Markov migration process in credit risk
- Semi-Markov migration process in a stochastic market in credit risk
- Investing for Retirement
- Pricing of Swing Options in a Mean Reverting Model with Jumps
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates
- A solution approach to valuation with unhedgeable risks
- Financial mathematics. The evaluation of derivatives.
- Efficient hedging of options with probabilistic Haar wavelets
- scientific article; zbMATH DE number 5114923 (Why is no real title available?)
- scientific article; zbMATH DE number 5651614 (Why is no real title available?)
- Risk and Financial Management
- scientific article; zbMATH DE number 5181830 (Why is no real title available?)
- Financial Derivatives
- scientific article; zbMATH DE number 2114375 (Why is no real title available?)
- A Model with Interacting Assets Driven by Poisson Processes
- Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk
- Non‐parametric Bayesian Inference for Integrals with respect to an Unknown Finite Measure
- Pricing credit derivatives under stochastic recovery in a hybrid model
- Valuing Equity-Indexed Annuities
- Neutral and indifference portfolio pricing, hedging and investing. With applications in Equity and FX.
- A selective overview of nonparametric methods in financial econometrics
- Loss reserves in the light of stochastic processes
- Risk-neutral valuation. Pricing and hedging of financial derivatives.
- Optimal strategies in equity securities and derivatives
- Risk Minimizing Option Pricing in a Regime Switching Market
- “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000
- Consistent fitting of one-factor models to interest rate data.
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