The following pages link to (Q4368791):
Displaying 50 items.
- The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions (Q2443185) (← links)
- On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
- Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486) (← links)
- Optimal compensation with adverse selection and dynamic actions (Q2459035) (← links)
- Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
- The numéraire portfolio in semimartingale financial models (Q2463718) (← links)
- A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- Wavelet estimation of the diffusion coefficient in time dependent diffusion models (Q2475318) (← links)
- Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (Q2477578) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- Ordering optimal proportions in the asset allocation problem with dependent default risks (Q2485530) (← links)
- An efficient frontier for participating policies in a continuous-time economy (Q2485532) (← links)
- Explicit solutions of some utility maximization problems in incomplete markets (Q2485800) (← links)
- Properties of American option prices (Q2485809) (← links)
- Minimal entropy preserves the Lévy property: how and why (Q2485828) (← links)
- Completeness of security markets and solvability of linear backward stochastic differential equations (Q2488814) (← links)
- Static arbitrage bounds on basket option prices (Q2492673) (← links)
- Atlas models of equity markets (Q2496492) (← links)
- Maturity randomization for stochastic control problems (Q2496502) (← links)
- Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
- Linear filtering of systems with memory and application to finance (Q2498195) (← links)
- Linear complexity solution of parabolic integro-differential equations (Q2502236) (← links)
- Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
- Error estimates for binomial approximations of game put options (Q2510955) (← links)
- Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
- Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631) (← links)
- Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
- Taylor approximation of incomplete Radner equilibrium models (Q2516775) (← links)
- Dynamic asset liability management with tolerance for limited shortfalls (Q2518531) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- Optimally investing to reach a bequest goal (Q2520427) (← links)
- Minimization of shortfall risk in a jump-diffusion model (Q2568328) (← links)
- Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- On the martingale framework for futures prices. (Q2574618) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- A two-factor model for low interest rate regimes (Q2575438) (← links)
- Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- The multi-dimensional super-replication problem under gamma constraints (Q2575852) (← links)
- Malliavin Monte Carlo Greeks for jump diffusions (Q2576959) (← links)
- The American put is log-concave in the log-price (Q2581491) (← links)
- Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- An approximate moving boundary method for American option pricing (Q2629646) (← links)
