Pages that link to "Item:Q3083147"
From MaRDI portal
The following pages link to Advanced Mathematical Methods for Finance (Q3083147):
Displaying 10 items.
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
- Selfdecomposable fields (Q521968) (← links)
- Classical and nonclassical Lie symmetry analysis to a class of nonlinear time-fractional differential equations (Q1742025) (← links)
- Decision rule approximations for the risk averse reservoir management problem (Q1753579) (← links)
- Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
- UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES (Q2996890) (← links)
- Mean‐field games for multiagent systems with multiplicative noises (Q5212467) (← links)
- AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY (Q5398343) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)