Pages that link to "Item:Q4661678"
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The following pages link to A Discrete Time Benchmark Approach for Insurance and Finance (Q4661678):
Displaying 8 items.
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Numeraire portfolios and utility-based price systems under proportional transaction costs (Q2343095) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
- Insurance-finance arbitrage (Q6641072) (← links)
