Pages that link to "Item:Q1162768"
From MaRDI portal
The following pages link to Martingales and stochastic integrals in the theory of continuous trading (Q1162768):
Displaying 50 items.
- PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH (Q4226870) (← links)
- A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871) (← links)
- Term structure of interest rates: Discontinuous case (Q4234440) (← links)
- Present value of some insurance portfolios (Q4248558) (← links)
- On the existence and characterization of arbitrage–free measure in contingent claim valuation (Q4286483) (← links)
- Pricing of Unit-linked Life Insurance Policies (Q4311651) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Characterization of Complete Security Markets On A Brownian Filtration<sup>1</sup> (Q4345913) (← links)
- Arbitrage Values Generally Depend On A Parametric Rate of Return (Q4345915) (← links)
- A Nonstandard Approach to Option Pricing (Q4345916) (← links)
- Option Pricing With V. G. Martingale Components<sup>1</sup> (Q4345917) (← links)
- A Stochastic Extension of the Miller‐Modigliani Framework<sup>1</sup> (Q4345918) (← links)
- Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (Q4345919) (← links)
- From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> (Q4345920) (← links)
- On Modeling Questions In Security Valuation (Q4345921) (← links)
- The Relationship Between Risk and Maturity In A Stochastic Setting (Q4345922) (← links)
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (Q4345925) (← links)
- REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED (Q4345926) (← links)
- Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (Q4345932) (← links)
- A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933) (← 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)
- Hedging Index Options With Few Assets<sup>1</sup> (Q4371998) (← links)
- Martingale Measures For A Class of Right‐Continuous Processes (Q4371999) (← links)
- A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (Q4372001) (← links)
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) (← links)
- Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> (Q4372006) (← links)
- A Counterexample to Several Problems In the Theory of Asset Pricing (Q4372011) (← links)
- DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup> (Q4372016) (← links)
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS (Q4372020) (← links)
- MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON (Q4372021) (← links)
- ON COMPONENTWISE and VECTOR STOCHASTIC INTEGRATION (Q4372023) (← links)
- CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036) (← links)
- THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD (Q4372037) (← links)
- CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> (Q4372039) (← links)
- RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION (Q4372042) (← links)
- Bestimmung des Partizipationssatzes bei der Aktienindexgebundenen Lebensversicherung (Q4395763) (← links)
- Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038) (← links)
- Empirical Performance and Asset Pricing in Hidden Markov Models (Q4434427) (← links)
- Minimum Rate of Return Guarantees: The Danish Case (Q4455899) (← links)
- The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← links)
- MultiFactor Valuation of Floating Range Notes (Q4464014) (← links)
- Option pricing for large agents (Q4483613) (← links)
- Option pricing with hedging at fixed trading dates (Q4541525) (← links)
- A systematic approach to pricing and hedging international derivatives with interest rate risk: analysis of international derivatives under stochastic interest rates (Q4541534) (← links)
- Binomial models for option valuation - examining and improving convergence (Q4541535) (← links)
- Pricing stock and bond derivatives with a multi-factor Gaussian model (Q4541564) (← links)
- Equivalent Black volatilities (Q4541572) (← links)
- Optimal hedging strategies for misspecified asset price models (Q4541577) (← links)
