The following pages link to (Q4497382):
Displaying 11 items.
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- Martingale measures in the market with restricted information (Q868406) (← links)
- Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
- A minimality property of the minimal martingale measure (Q1962144) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
- Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
- GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (Q4563781) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
