The following pages link to Pricing with Coherent Risk (Q3532119):
Displayed 14 items.
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
- Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (Q4645328) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)