Pages that link to "Item:Q3523604"

The following pages link to COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604):

Displaying 9 items.

• A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
• Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
• Optimal asset allocation: a worst scenario expectation approach (Q438769) (← links)
• A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
• A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
• Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673) (← links)
• An HMM approach for optimal investment of an insurer (Q2864634) (← links)
• A BSDE Approach to Convex Risk Measures for Derivative Securities (Q3145066) (← links)
• Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994) (← links)