The following pages link to Mathematics and Financial Economics (Q253092):
Displayed 50 items.
- On volatility smile and an investment strategy with out-of-the-money calls (Q253093) (← links)
- An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
- Optimal mean-variance selling strategies (Q253104) (← links)
- Erratum to: ``Positive alphas and a generalized multiple-factor asset pricing model'' (Q253106) (← links)
- Optimal portfolio liquidation with additional information (Q253110) (← links)
- Liquidation with self-exciting price impact (Q253113) (← links)
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- An optimal trading problem in intraday electricity markets (Q253117) (← links)
- Cost-efficient contingent claims with market frictions (Q253119) (← links)
- Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
- The geometry of relative arbitrage (Q300840) (← links)
- Jump-diffusion international asset allocation (Q300842) (← links)
- Radner equilibrium in incomplete Lévy models (Q300843) (← links)
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Optimal contracts in portfolio delegation (Q317542) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Natural risk measures (Q317544) (← links)
- Reducing the debt: is it optimal to outsource an investment? (Q317548) (← links)
- Existence and uniqueness of a steady state for an OTC market with several assets (Q317551) (← links)
- Control of McKean-Vlasov dynamics versus mean field games (Q356473) (← links)
- Electricity price modeling and asset valuation: a multi-fuel structural approach (Q356476) (← links)
- A tractable LIBOR model with default risk (Q356479) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- Financial market equilibria with heterogeneous agents: CAPM and market segmentation (Q367369) (← links)
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Dealing with the inventory risk: a solution to the market making problem (Q367376) (← links)
- Optimal investment with two-factor uncertainty (Q367380) (← links)
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Risk-neutral economy and zero price of risk (Q468114) (← links)
- Dilatation monotonicity and convex order (Q468115) (← links)
- Walrasian foundations for equilibria in segmented markets (Q468117) (← links)
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- A simple model for market booms and crashes (Q468121) (← links)
- Foreword to the special issue devoted to Professor Ivar Ekeland's 70th birthday (Q475310) (← links)
- Shock elasticities and impulse responses (Q475311) (← links)
- Market frictions and corporate finance: an overview paper (Q475313) (← links)
- The super-replication theorem under proportional transaction costs revisited (Q475314) (← links)
- Convergence to agreement and the role of public information (Q475316) (← links)
- Entropy methods for identifying hedonic models (Q475318) (← links)
- Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case (Q475319) (← links)
- Optimal mass transport and symmetric representations of their cost functions (Q475320) (← links)
- On managerial risk-taking incentives when compensation may be hedged against (Q475322) (← links)
- Mortgage life insurance: a rationale for a time limit in switching rights (Q475324) (← links)
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- Modeling and estimating commodity prices: copper prices (Q496575) (← links)
- Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (Q496578) (← links)
- Envelope theorems in Banach lattices and asset pricing (Q496582) (← links)