Pages that link to "Item:Q1162768"

The following pages link to Martingales and stochastic integrals in the theory of continuous trading (Q1162768):

Displaying 50 items.

• From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
• Numeraires, equivalent martingale measures and completeness in finite dimensional securities markets (Q1367852) (← links)
• Stochastic time changes in catastrophe option pricing (Q1381450) (← links)
• Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
• The Istanbul option: Where the standard European option becomes Asian (Q1381465) (← links)
• Unemployment insurance and mortgages (Q1381476) (← links)
• The Dalang-Morton-Willinger theorem under cone constraints. (Q1394998) (← links)
• Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
• Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
• An economic premium principle in a multiperiod economy. (Q1413269) (← links)
• The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
• The super-replication problem via probabilistic methods (Q1413690) (← links)
• Risk aversion and allocation to long-term bonds. (Q1414618) (← links)
• A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
• The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
• Affine processes and applications in finance (Q1425484) (← links)
• Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
• Sublinear price functionals under portfolio constraints (Q1567183) (← links)
• On SDEs with marginal laws evolving in finite-dimensional exponential families (Q1579848) (← links)
• The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
• An easy computable upper bound for the price of an arithmetic Asian option (Q1584514) (← links)
• Futures market equilibrium with heterogeneity and a spot market at harvest (Q1589561) (← links)
• Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
• Price functionals with bid-ask spreads: An axiomatic approach (Q1592527) (← links)
• Stability for multidimensional jump-diffusion processes (Q1593618) (← links)
• Option pricing for a logstable asset price model (Q1596871) (← links)
• The effect of non-ideal market conditions on option pricing (Q1598567) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539) (← links)
• A comparative study of portfolio insurance. (Q1605420) (← links)
• On information costs, short sales and the pricing of extendible options, steps and Parisian options (Q1615798) (← links)
• Stochastic string models with continuous semimartingales (Q1618536) (← links)
• A path-independent method for barrier option pricing in hidden Markov models (Q1618828) (← links)
• Commodity spread option with cointegration (Q1627674) (← links)
• On the price of risk under a regime switching CGMY process (Q1627726) (← links)
• On complete securities markets and the martingale property of securities prices (Q1676595) (← links)
• Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
• Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee (Q1697221) (← links)
• Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach (Q1697245) (← links)
• Discrete-time market models from the small investor point of view and the first fundamental-type theorem (Q1698737) (← links)
• Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574) (← links)
• Backward stochastic differential equations with rank-based data (Q1705560) (← links)
• Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
• Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
• Measure-invariance of copula functions as tool for testing no-arbitrage assumption (Q1743947) (← links)
• Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
• On the super replication price of unbounded claims (Q1769420) (← links)
• Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions (Q1772980) (← links)
• Characterization of arbitrage-free markets (Q1774213) (← links)
• Numerical valuation of options with jumps in the underlying (Q1775609) (← links)