Pages that link to "Item:Q3974816"
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The following pages link to Hedging of contingent claims under incomplete information (Q3974816):
Displaying 21 items.
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- Successive enlargement of filtrations and application to insider information (Q5233185) (← links)
- (Q5276432) (← links)
- Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- Utility maximization under risk constraints and incomplete information for a market with a change point (Q5373913) (← links)
- Option Pricing with Threshold Diffusion Processes (Q5379177) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
- VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
- Finite arbitrage times and the volatility smile? (Q5947893) (← links)
- The \(p\)-optimal martingale measure in continuous trading models (Q5950019) (← links)
- A pricing model for secondary market yield based floating rate notes subject to default risk. (Q5952433) (← links)
- Hedging Option Books Using Neural-SDE Market Models (Q6112769) (← links)
- On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)
- On Z-mean reflected BSDEs (Q6201862) (← links)
- A Girsanov transformed Clark-Ocone-Haussmann type formula for \(L^1\)-pure jump additive processes and its application to portfolio optimization (Q6630706) (← links)
- Rational expectations: an approach of anticipated linear-quadratic social optima (Q6666626) (← links)