Pages that link to "Item:Q1806063"
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The following pages link to Pricing and hedging of american contingent claims in incomplete markets (Q1806063):
Displaying 17 items.
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- Hedging American options in Merton's model: A locally risk minimizing approach (Q1000478) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Hedging American contingent claims with constrained portfolios (Q1387767) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing (Q1771800) (← links)
- Pricing derivatives of American and game type in incomplete markets (Q1887275) (← links)
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- Pricing early exercise contracts in incomplete markets (Q2386628) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- Pricing of American contingent claims with jump stock price and constrained portfolios (Q2757529) (← links)
- (Q3367848) (← links)
- Pricing American contingent claims by stochastic linear programming (Q3391893) (← links)
- Programmation dynamique et évaluation des actifs contingents en marché incomplet. (Dynamic programming and pricing of contingent claims in an incomplete market) (Q3985737) (← links)
- (Q5320117) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
