Pages that link to "Item:Q4331793"

The following pages link to Lectures on the Mathematics of Finance (Q4331793):

Displaying 29 items.

• Set-valued stochastic integral equations driven by martingales (Q439231) (← links)
• 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 effects of changing mortality patterns on investment, labour and consumption under uncertainty (Q1681194) (← links)
• On the super replication price of unbounded claims (Q1769420) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• Permutations, signs and the Brownian bridge (Q1970816) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• The optimal investment, liability and dividends in insurance (Q2240112) (← links)
• Increasing risk: dynamic mean-preserving spreads (Q2304207) (← links)
• Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
• Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
• Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
• Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631) (← links)
• EFFICIENT HEDGING FOR DEFAULTABLE SECURITIES AND ITS APPLICATION TO EQUITY-LINKED LIFE INSURANCE CONTRACTS (Q3460682) (← 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)