Pages that link to "Item:Q2797751"
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The following pages link to SIAM Journal on Financial Mathematics (Q2797751):
Displaying 13 items.
- Adjoint Expansions in Local Lévy Models (Q2873128) (← links)
- Conditional Sampling for Barrier Option Pricing under the LT Method (Q2873131) (← links)
- Duality for Set-Valued Measures of Risk (Q3402360) (← links)
- Exact Smooth Term-Structure Estimation (Q4553795) (← links)
- A Stochastic Model of Optimal Debt Management and Bankruptcy (Q4607052) (← links)
- Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional (Q6496945) (← links)
- Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)
- Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)
- A multi-agent targeted trading equilibrium with transaction costs (Q6496948) (← links)
- Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)
- Mild to classical solutions for XVA equations under stochastic volatility (Q6496950) (← links)
- Generalized optimized certainty equivalent with applications in the rank-dependent utility model (Q6496951) (← links)
- Robust portfolio selection under recovery average value at risk (Q6496953) (← links)
