Pages that link to "Item:Q4859232"
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The following pages link to On the minimal martingale measure and the möllmer-schweizer decomposition (Q4859232):
Displaying 25 items.
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETS (Q5245890) (← links)
- RISK-NEUTRAL MEASURES AND PRICING FOR A PURE JUMP PRICE PROCESS (Q5305594) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
- A note on convergence of option prices and their Greeks for Lévy models (Q5410820) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Pricing rules under asymmetric information (Q5429592) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)
- A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE (Q5459960) (← links)
- SOME REMARKS ON MEAN-VARIANCE HEDGING FOR DISCONTINUOUS ASSET PRICE PROCESSES (Q5462700) (← links)
- A Discrete-Time Model for Reinvestment Risk in Bond Markets (Q5505899) (← links)
- A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
- Some results on quadratic hedging with insider trading (Q5704639) (← links)
- Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates (Q5715938) (← links)
- BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
- The \(p\)-optimal martingale measure in continuous trading models (Q5950019) (← links)
- Locally risk-minimizing strategies in discrete time incomplete financial markets (Q5955928) (← links)
- Open markets (Q6054375) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- Arbitrage problems with reflected geometric Brownian motion (Q6181515) (← links)
- A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)
- Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance (Q6591579) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
- A Girsanov transformed Clark-Ocone-Haussmann type formula for \(L^1\)-pure jump additive processes and its application to portfolio optimization (Q6630706) (← links)
- Arbitrage theory in a market of stochastic dimension (Q6641075) (← links)
