Pages that link to "Item:Q4216108"
From MaRDI portal
The following pages link to On Minimizing Risk in Incomplete Markets Option Pricing Models (Q4216108):
Displaying 11 items.
- An introduction to statistical finance (Q699524) (← links)
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- Elements for a theory of financial risks (Q1577075) (← links)
- VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047) (← links)
- DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067) (← links)
- RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
- A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS (Q3523540) (← links)
- OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
- An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044) (← links)
