Pages that link to "Item:Q2463721"
From MaRDI portal
The following pages link to Pricing and hedging European options with discrete-time coherent risk (Q2463721):
Displaying 11 items.
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
