Pages that link to "Item:Q1879481"
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The following pages link to A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481):
Displaying 6 items.
- A convenient way to characterize equivalent martingale measures in incomplete markets (Q1567084) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Optimal equivalent probability measures under enlarged filtrations (Q2278882) (← links)
- (Q2997446) (← links)
- Programmation dynamique et évaluation des actifs contingents en marché incomplet. (Dynamic programming and pricing of contingent claims in an incomplete market) (Q3985737) (← links)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)