scientific article; zbMATH DE number 1536420

zbMATH Open0955.91501MaRDI QIDQ4516645FDOQ4516645

Authors: Shengwu He, Jianjun Li 

Publication date: 28 November 2000

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Stochastic processes (60G99)

Cited In (11)

• Pricing of claims in discrete time with partial information
• Title not available (Why is that?)
• PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS
• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
• Title not available (Why is that?)
• Contingent claims valuation when the security price is a combination of an Itō process and a random point process
• The Dynamicq-Valuation of a Contingent Claim in a Continuous Market Model
• On the Discrete Time Capital Asset Pricing Model
• Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework
• Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
• Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market

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