The following pages link to (Q4000330):
Displaying 27 items.
- Problem of selecting an optimal portfolio with a probabilistic risk function (Q308568) (← links)
- Dynamic versus one-period completeness in event-tree security markets (Q852339) (← links)
- The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees (Q882468) (← links)
- An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918) (← links)
- Market demand functions in the capital asset pricing model (Q1270058) (← links)
- Transaction costs and efficiency of portfolio strategies (Q1278207) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Evaluation of the GIC rollover option (Q1333588) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852) (← links)
- Asset allocation with time variation in expected returns (Q1381452) (← links)
- Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
- A Bayesian approach to diagnosis of asset pricing models (Q1899238) (← links)
- Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233) (← links)
- APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES (Q3125788) (← links)
- A SHOT NOISE MODEL FOR FINANCIAL ASSETS (Q3520395) (← links)
- OPTIMAL PORTFOLIOS WITH STOCHASTIC SHORT RATE: PITFALLS WHEN THE SHORT RATE IS NON-GAUSSIAN OR THE MARKET PRICE OF RISK IS UNBOUNDED (Q3648635) (← links)
- Pricing of Unit-linked Life Insurance Policies (Q4311651) (← links)
- CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH (Q5696877) (← links)
- Market Value Of Insurance Liabilities (Q5718075) (← links)
- Pricing Dynamic Investment Fund Protection (Q5718086) (← links)
- Investing for Retirement (Q5718087) (← links)
- Catastrophe Risk Bonds (Q5718133) (← links)
- Forecasting multifractal volatility (Q5952025) (← links)
