Pages that link to "Item:Q5718221"
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The following pages link to Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221):
Displaying 14 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673) (← links)
- On a multivariate Markov chain model for credit risk measurement (Q3375399) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING (Q5487827) (← links)
- IMPRECISE PREVISIONS FOR RISK MEASUREMENT (Q5696995) (← links)
- Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994) (← links)
