The following pages link to Asset pricing for general processes (Q804457):
Displayed 22 items.
- Semilattices, canonical embeddings and representing measures (Q777918) (← links)
- Econometric analysis of high frequency data (Q862781) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- Heterogeneous information arrival and option pricing (Q1377317) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Explicit characterizations of financial prices with history-dependent utility (Q1602940) (← links)
- Viable prices in financial markets with solvency constraints (Q1890932) (← links)
- Yan theorem in \(L^{\infty}\) with applications to asset pricing (Q2480082) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE (Q3502124) (← links)
- SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS (Q3503048) (← links)
- Option Pricing With V. G. Martingale Components<sup>1</sup> (Q4345917) (← links)
- Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934) (← links)
- Option Pricing When Jump Risk Is Systematic<sup>1</sup> (Q4345937) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)
- DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)
- Equilibrium with new investment opportunities (Q5941431) (← links)