The following pages link to (Q3811988):
Displayed 50 items.
- Martingale analysis of dynamic tax incidence in a nonstationary growth model (Q673255) (← links)
- On the preservation of deterministic cycles when some agents perceive them to be random fluctuations (Q690161) (← links)
- A simple heuristic for valuing certain perpetual American-type securities (Q699352) (← links)
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Dynamic versus one-period completeness in event-tree security markets (Q852339) (← links)
- An introduction to general equilibrium with incomplete asset markets (Q909560) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Asset trading volume in a production economy (Q1006576) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- Corrigendum to `A note on the terminal date security prices in a continuous time trading model with dividents' (Q1190236) (← links)
- Pricing continuously resettled contingent claims (Q1200317) (← links)
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
- A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
- Market demand functions in the capital asset pricing model (Q1270058) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- Competitive equilibrium of incomplete markets for securities with smooth payoffs (Q1330866) (← links)
- The role of risk aversion in the capital asset pricing model (Q1331811) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- On the arbitrage pricing theory (Q1338108) (← links)
- Is Krebs-Porteus utility distinguishable from intertemporal expected utility? (Q1339006) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- Necessary conditions for the CAPM (Q1357429) (← links)
- From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
- An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
- An optimal investment/consumption problem with higher borrowing rate (Q1387523) (← links)
- Existence of stochastic equilibrium with incomplete financial markets (Q1387524) (← links)
- Multi-period information markets (Q1391677) (← links)
- Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (Q1399558) (← links)
- New method to option pricing for the general Black-Scholes model -- an actuarial approach (Q1430587) (← links)
- Binomial option pricing with nonidentically distributed returns and its implications (Q1596873) (← links)
- The GARCH-stable option pricing model (Q1600540) (← links)
- An analysis of the conditions for the validity of Modigliani-Miller theorem with incomplete markets (Q1804604) (← links)
- A direct method in optimal portfolio and consumption choice (Q1815743) (← links)
- Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets (Q1817338) (← links)
- The existence of security market equilibrium with a non-atomic state space (Q1817342) (← links)
- Two remarks on the uniqueness of equilibria in the CAPM (Q1850147) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Cubature of random fields by product-type integration rules (Q1904177) (← links)
- A Black-Scholes formula for option pricing with dividends (Q1920435) (← links)
- Price volatility and risk with non-separability of preferences (Q1964739) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
- On convergence of a semi-analytical method for American option pricing (Q2577164) (← links)
- CRITICAL STOCK PRICE NEAR EXPIRATION (Q3126224) (← links)
- OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS (Q3126239) (← links)
- PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS (Q4226853) (← links)
- Pricing of Unit-linked Life Insurance Policies (Q4311651) (← links)
- Option pricing with hedging at fixed trading dates (Q4541525) (← links)
- Towards the determination of utility preference from optimal portfolio selections (Q4541599) (← links)