The following pages link to (Q4218383):
Displayed 34 items.
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
- Game contingent claims in complete and incomplete markets (Q705897) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Martingale measures in the market with restricted information (Q868406) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← 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)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Option hedging theory under transaction costs (Q1042722) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Real options with constant relative risk aversion (Q1853198) (← links)
- Utility based optimal hedging in incomplete markets. (Q1872394) (← links)
- Optimal investment in incomplete markets when wealth may become negative. (Q1872427) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
- On barrier option pricing in binomial market with transaction costs (Q2383667) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- The minimal entropy measure and an Esscher transform in an incomplete market model (Q2643378) (← links)
- A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Wealth optimization in an incomplete market driven by a jump-diffusion process (Q5939298) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)