Pages that link to "Item:Q4331793"
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The following pages link to Lectures on the Mathematics of Finance (Q4331793):
Displayed 19 items.
- A closed-form solution for the continuous-time consumption model with endogenous labor income (Q604679) (← links)
- Strong solution of Itô type set-valued stochastic differential equation (Q606330) (← links)
- Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus (Q639362) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Risk sensitive asset allocation (Q1575279) (← links)
- Maximizing the probability of a perfect hedge (Q1578595) (← links)
- On the super replication price of unbounded claims (Q1769420) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Permutations, signs and the Brownian bridge (Q1970816) (← links)
- Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
- Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
- Valuation of Performance‐Dependent Options (Q3502198) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
- On a two-dimensional binary model of a financial market and its extension (Q5424046) (← links)
- Catastrophe Risk Bonds (Q5718133) (← links)
- Optimal investment strategies with bounded risks, general utilities, and goal achieving (Q5939299) (← links)
- Equilibrium in a stochastic model with consumption, wages and investment (Q5939300) (← links)