Pages that link to "Item:Q1297912"
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The following pages link to Hedging contingent claims on semimartingales (Q1297912):
Displaying 20 items.
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Multiple priors and asset pricing (Q1023977) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
- A note on extremality and completeness in financial markets with infinitely many risky assets (Q2504936) (← links)
- The second fundamental theorem of asset pricing (Q2757303) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- Dynamic complex hedging in additive markets (Q2994843) (← links)
- (Q3071828) (← links)
- (Q3813572) (← links)
- Semimartingales and Hedging in Incomplete Markets (Q4007635) (← links)
- (Q4445488) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- Deterministic implied volatility models (Q4646768) (← links)
- The Term Structure of Simple Forward Rates with Jump Risk (Q4812840) (← links)
- Fundamental Theorems of Asset Pricing for Good Deal Bounds (Q4827308) (← links)
- Bond market completeness under stochastic strings with distribution-valued strategies (Q5068080) (← links)
- (Q5276432) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
- IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (Q6196942) (← links)