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.
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- On a stochastic heat equation with first order fractional noises and applications to finance (Q714080) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- A martingale approach to premium calculation principles in an arbitrage free market (Q758074) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Equivalent locally martingale measure for the deflator process on ordered Banach algebra (Q780496) (← links)
- A note on a simplified approach to the valuation of risky streams (Q788598) (← links)
- Optimum portfolio diversification in a general continuous-time model (Q794344) (← links)
- A binomial contingent claims model for valuing risky ventures (Q803013) (← links)
- Asset pricing for general processes (Q804457) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Total risk aversion and the pricing of options (Q811316) (← links)
- Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
- Option pricing for log-symmetric distributions of returns (Q835680) (← links)
- Computation of arbitrage in frictional bond markets (Q860869) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Dividends in the theory of derivative securities pricing (Q878400) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- How non-arbitrage, viability and numéraire portfolio are related (Q889619) (← links)
- A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing (Q889620) (← links)
- Put-call parity and market frictions (Q894049) (← links)
- Beliefs and arbitrage pricing (Q899984) (← links)
- Valuation of endowment-insurance equity-linked contracts for stocks with exotic dynamics (Q904606) (← links)
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- On the pricing of American options (Q913622) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
- The demand for information: More heat than light (Q936629) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap (Q940499) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- A boundary crossing model of counterparty risk (Q951388) (← links)
- Option valuation with co-integrated asset prices (Q951492) (← links)
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- On extracting information implied in options (Q964639) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Stock market dynamics created by interacting agents (Q995852) (← links)
