Pages that link to "Item:Q2509124"
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The following pages link to A benchmark approach to quantitative finance (Q2509124):
Displaying 50 items.
- A reading guide for last passage times with financial applications in view (Q354200) (← links)
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
- Taming animal spirits: risk management with behavioural factors (Q470654) (← links)
- Growth optimal portfolio selection under proportional transaction costs with obligatory diversification (Q626431) (← links)
- Market viability via absence of arbitrage of the first kind (Q693030) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Alternative defaultable term structure models (Q841849) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Analysis of continuous strict local martingales via \(h\)-transforms (Q983170) (← links)
- Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- Hedging for the long run (Q1938979) (← links)
- On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes (Q1957088) (← links)
- Numéraire-invariant preferences in financial modeling (Q1958497) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Credit derivative evaluation and CVA under the benchmark approach (Q2013322) (← links)
- Ruin probabilities for a Sparre Andersen model with investments (Q2066959) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- A continuous-time asset market game with short-lived assets (Q2153526) (← links)
- Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR (Q2170298) (← links)
- Von Neumann-Gale dynamics and capital growth in financial markets with frictions (Q2175464) (← links)
- Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
- Strict local martingales with jumps (Q2258828) (← links)
- Multiscale stochastic optimization: modeling aspects and scenario generation (Q2301125) (← links)
- Term structure modelling for multiple curves with stochastic discontinuities (Q2308181) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
- A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion (Q2335720) (← links)
- Strict local martingales and bubbles (Q2354886) (← links)
- Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- Local risk-minimization under the benchmark approach (Q2452150) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- Filtration shrinkage, strict local martingales and the Föllmer measure (Q2511563) (← links)
- Approximation of jump diffusions in finance and economics (Q2642601) (← links)
- PRICING AND VALUATION UNDER THE REAL-WORLD MEASURE (Q2797876) (← links)
- STRONG BUBBLES AND STRICT LOCAL MARTINGALES (Q2814669) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS (Q2909509) (← links)
- Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo (Q2957024) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- Real-World Forward Rate Dynamics With Affine Realizations (Q3448331) (← links)
