Pages that link to "Item:Q1162768"
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The following pages link to Martingales and stochastic integrals in the theory of continuous trading (Q1162768):
Displaying 50 items.
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- International investing in uncertain financial market (Q1800309) (← links)
- Tolerance to arbitrage (Q1805785) (← links)
- Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
- Residual risks and hedging strategies in Markovian markets (Q1812724) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- A diffusion model for exchange rates. I: Theoretical introduction (Q1822412) (← links)
- A stochastic calculus model of continuous trading: Complete markets (Q1838779) (← links)
- Pricing of multiple defaultable bond (Q1847632) (← links)
- Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
- Fat tails and colored noise in financial derivatives (Q1850392) (← links)
- Optimal investment in incomplete markets when wealth may become negative. (Q1872427) (← links)
- Contingent claims on assets with conversion costs. (Q1873082) (← links)
- Optimal portfolios for logarithmic utility. (Q1877521) (← links)
- A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- On the existence of equivalent \(\tau\)-measures in finite discrete time (Q1915827) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- Renewable energy investments under different support schemes: a real options approach (Q1926729) (← links)
- Factor models for option pricing (Q1934585) (← links)
- Unifying exotic option closed formulas (Q1937834) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Implications of parameter uncertainty on option prices (Q1958422) (← links)
- The random-time binomial model (Q1960552) (← links)
- Arithmetic averaging equity-linked life insurance policies in Germany (Q1962813) (← links)
- Pricing rate of return guarantees in a Heath-Jarrow-Morton framework (Q1974032) (← links)
- Term structure modeling and asymptotic long rate (Q1974033) (← links)
- The pricing of total return swap under default contagion models with jump-diffusion interest rate risk (Q1985946) (← links)
- No-arbitrage ROM simulation (Q1994590) (← links)
- Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
- Extended Black and Scholes model under bankruptcy risk (Q2011269) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Fundamental theorem of asset pricing under fixed and proportional transaction costs (Q2022927) (← links)
- Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- An Italian perspective on the development of financial mathematics from 1992 to 2008 (Q2072109) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- Is normal backwardation normal? Valuing financial futures with a local index-rate covariance (Q2076945) (← links)
- Implied price processes anchored in statistical realizations (Q2085829) (← links)
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
- European option pricing model with generalized Ornstein-Uhlenbeck process under stochastic earning yield and stochastic dividend yield (Q2114280) (← links)
- The connection between multiple prices of an option at a given time with single prices defined at different times: the concept of weak-value in quantum finance (Q2160107) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
