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.
- Valuation of cash flows under random rates of interest: a linear algebraic approach (Q997086) (← links)
- Market free lunch and large financial markets (Q997417) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- A note on the no arbitrage condition for international financial markets (Q1000412) (← links)
- An extended Heath-Jarrow-Morton risk-neutral drift (Q1003883) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Fast algorithm for nonparametric arbitrage-free SPD estimation (Q1010575) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- Multiple priors and asset pricing (Q1023977) (← links)
- Making the best of best-of (Q1025611) (← links)
- Testing the martingale restriction for option implied densities (Q1025613) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Ruin problems and myopic portfolio optimization in continuous trading (Q1083122) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- Option pricing methods: an overview (Q1116873) (← links)
- A new method for valueing underwriting agreements for rights issues (Q1117659) (← links)
- On pricing of market-indexed certificates of deposit (Q1123103) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- Bond options and bond portfolio insurance (Q1182784) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A dynamic reinsurance theory (Q1199962) (← links)
- Optimal trading of stock options under alternative strategy (Q1206118) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
- Dominated families of martingale, supermartingale and quasimartingale laws (Q1272172) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- Optimal spreading when spreading is optimal (Q1274857) (← links)
- The European option with hereditary price structures (Q1294213) (← links)
- Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
- Completeness of securities market models -- an operator point of view (Q1305426) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- Evaluation of the GIC rollover option (Q1333588) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- A general version of the fundamental theorem of asset pricing (Q1340170) (← links)
- General framework for pricing derivative securities (Q1346157) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
- On the possibility of hedging options in the presence of transaction costs (Q1364395) (← links)
