Pages that link to "Item:Q4909145"
From MaRDI portal
The following pages link to RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145):
Displaying 4 items.
- Pricing derivatives with counterparty risk and collateralization: a fixed point approach (Q320989) (← links)
- Speculative futures trading under mean reversion (Q1627723) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
