Pages that link to "Item:Q1325087"
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The following pages link to Hedging of contingent claims and maximum price (Q1325087):
Displayed 28 items.
- Risk-averse asymptotics for reservation prices (Q635966) (← links)
- From the minimal entropy martingale measures to the optimal strategies for the exponential utility maximization: The case of geometric Lévy processes (Q853860) (← links)
- A super-replication theorem in Kabanov's model of transaction costs (Q881423) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- A unified framework for utility maximization problems: An Orlicz space approach (Q930672) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- Constrained nonsmooth utility maximization without quadratic inf convolution (Q1016629) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- On the super replication price of unbounded claims (Q1769420) (← links)
- Optimal investment in incomplete markets when wealth may become negative. (Q1872427) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096) (← links)
- Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
- The supermartingale property of the optimal wealth process for general semimartingales (Q2463714) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- Minimal \(f^q\)-Martingale measures for exponential Lévy processes (Q2475035) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (Q3553253) (← links)
- A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011) (← links)
- A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)