Pages that link to "Item:Q3652700"
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The following pages link to A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700):
Displaying 11 items.
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- On the construction of optimal payoffs (Q777925) (← links)
- Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
- AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
- OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- On the Optimal Investment (Q4976507) (← links)
- Optimal portfolios under worst-case scenarios (Q5245025) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
