Pages that link to "Item:Q1325087"
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The following pages link to Hedging of contingent claims and maximum price (Q1325087):
Displaying 16 items.
- Optimal investment with intermediate consumption under no unbounded profit with bounded risk (Q4684884) (← links)
- A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
- No Arbitrage Theory for Bond Markets (Q4976509) (← links)
- On utility maximization without passing by the dual problem (Q5086453) (← links)
- Large Financial Markets, Discounting, and No Asymptotic Arbitrage (Q5120709) (← links)
- Structure Conditions under Progressively Added Information (Q5131241) (← links)
- THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE (Q5234014) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- (Q5325329) (← links)
- (Q5432894) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
- No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
- Convex duality for partial hedging of American options: continuous price processes (Q6111062) (← links)
- On Z-mean reflected BSDEs (Q6201862) (← links)
- On some semi-parametric estimates for European option prices (Q6617607) (← links)