scientific article; zbMATH DE number 4037791
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Publication:3777968
zbMATH Open0637.00019MaRDI QIDQ3777968FDOQ3777968
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Publication date: 1986
Title of this publication is not available (Why is that?)
Collections of articles of miscellaneous specific interest (00B15) Festschriften (00B30) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
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- Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models
- Optimal hedging in incomplete markets
- Pricing and hedging for correlation options with regime switching and common jump risk
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- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model
- A convergence theorem in uniform spaces with an application to economic equilibria
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- Binary Relations in Mathematical Economics: On Continuity, Additivity and Monotonicity Postulates in Eilenberg, Villegas and DeGroot
- Cournotian duopolistic firms may be Walrasian: a case in the Gabszewicz and Vial model
- Conditional dominance criteria: Definition and application to risk-management
- On the non-emptiness of the core of a coalitional production economy without ordered preferences
- Local risk-minimization with multiple assets under illiquidity with applications in energy markets
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