The following pages link to (Q3974816):
Displayed 50 items.
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Martingale measures in the market with restricted information (Q868406) (← links)
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- What does the market price of risk tell us in the single factor interest rate model? (Q955853) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A dynamic reinsurance theory (Q1199962) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- A stochastic interest model with an application to insurance (Q1209485) (← links)
- On some filtering problems arising in mathematical finance (Q1265916) (← links)
- Value preserving portfolio strategies and the minimal martingale measure (Q1298740) (← links)
- Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421) (← links)
- Smallest \(g\)-supersolution with constraint (Q1589807) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
- Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Real options with constant relative risk aversion (Q1853198) (← links)
- Minimal martingale measures for discrete-time incomplete financial markets (Q1862954) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
- A minimality property of the minimal martingale measure (Q1962144) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- Explicit solutions of some utility maximization problems in incomplete markets (Q2485800) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)