Pages that link to "Item:Q1072906"

The following pages link to Arbitrage pricing of contingent claims (Q1072906):

Displaying 17 items.

• The valuation problem in arbitrage price theory (Q690339) (← links)
• Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← 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)
• A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
• Reinsurance in arbitrage-free markets (Q1182782) (← links)
• Pricing continuously resettled contingent claims (Q1200317) (← links)
• Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty (Q1319271) (← links)
• On complete securities markets and the martingale property of securities prices (Q1676595) (← links)
• Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
• Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
• (Q3147970) (← links)
• Equivalent martingale measures for bridge processes (Q3984215) (← links)
• Regulatory arbitrage of risk measures (Q5001133) (← links)
• Perfect option hedging and the hedge ratio (Q5899636) (← links)
• Perfect option hedging and the hedge ratio (Q5915739) (← links)
• Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)