Pages that link to "Item:Q1138469"

The following pages link to Martingales and arbitrage in multiperiod securities markets (Q1138469):

Displaying 50 items.

• Strong consistency of the empirical martingale simulation option price estimator (Q1036915) (← links)
• Option pricing when the regime-switching risk is priced (Q1036916) (← links)
• Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
• On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
• Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts (Q1044195) (← links)
• Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
• Arbitrage pricing of contingent claims (Q1072906) (← links)
• Information structures and viable price systems (Q1085024) (← links)
• Multiperiod security markets with differential information (Q1086116) (← links)
• On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
• Spanning and completeness in markets with contingent claims (Q1090586) (← links)
• Equilibrium in incomplete markets. II: Generic existence in stochastic economies (Q1090588) (← links)
• Efficient funds for meager asset spaces (Q1093505) (← links)
• Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
• An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
• Option pricing methods: an overview (Q1116873) (← links)
• A new method for valueing underwriting agreements for rights issues (Q1117659) (← links)
• Equilibria in exchange economies with a countable number of agents (Q1122468) (← links)
• On pricing of market-indexed certificates of deposit (Q1123103) (← links)
• Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
• Effects of financial innovations on market volatility when beliefs are heterogeneous (Q1128635) (← links)
• Arbitrage and equilibrium in economies with infinitely many commodities (Q1149872) (← links)
• Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
• A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
• Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
• Martingale representation and hedging policies (Q1177217) (← links)
• Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669) (← links)
• Reinsurance in arbitrage-free markets (Q1182782) (← links)
• A continuous-time portfolio turnpike theorem (Q1200315) (← links)
• Pricing continuously resettled contingent claims (Q1200317) (← links)
• Optimal trading of stock options under alternative strategy (Q1206118) (← links)
• Construction of a decision-support system for a combination of options (Q1206119) (← links)
• A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
• A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
• Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information (Q1270072) (← links)
• Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
• A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
• Optimal spreading when spreading is optimal (Q1274857) (← links)
• Double barrier hitting time distributions with applications to exotic options (Q1276457) (← links)
• A lattice approach for pricing of multivariate contingent claims (Q1278204) (← links)
• Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969) (← links)
• On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
• The European option with hereditary price structures (Q1294213) (← links)
• Portfolio dominance and optimality in infinite security markets (Q1300362) (← links)
• Long-term equity anticipation securities and stock market volatility dynamics (Q1302760) (← links)
• Completeness of securities market models -- an operator point of view (Q1305426) (← links)
• Pricing options on securities with discontinuous returns (Q1313131) (← links)
• Valuing flexibility: An impulse control framework (Q1313148) (← links)
• Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
• A remark on arbitrage and martingale measure (Q1318889) (← links)