Pages that link to "Item:Q3479757"
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The following pages link to Optimization Problems in the Theory of Continuous Trading (Q3479757):
Displayed 50 items.
- Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
- The valuation problem in arbitrage price theory (Q690339) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Total risk aversion and the pricing of options (Q811316) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- Alternative growth versus security in continuous dynamic trading (Q1127199) (← links)
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
- Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Pricing options on securities with discontinuous returns (Q1313131) (← links)
- A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- Identification and control in the partially known Merton portfolio selection model (Q1321343) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- An optimal investment/consumption problem with higher borrowing rate (Q1387523) (← links)
- Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
- A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Optimal insurance demand under marked point processes shocks. (Q1578607) (← links)
- Smallest \(g\)-supersolution with constraint (Q1589807) (← links)
- Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- A direct method in optimal portfolio and consumption choice (Q1815743) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Synthetic replication of American contingent claims when portfolios are constrained (Q1890718) (← links)
- A Black-Scholes formula for option pricing with dividends (Q1920435) (← links)
- Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
- The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate (Q2493730) (← links)
- OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS (Q3126240) (← links)
- A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
- Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
- MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES (Q3446062) (← links)
- A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (Q3523591) (← links)
- OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (Q3523599) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Note On Utility Maximization Under Partial Observations<sup>1</sup> (Q4345910) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933) (← links)
- Hedging Index Options With Few Assets<sup>1</sup> (Q4371998) (← links)
- ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015) (← links)