Pages that link to "Item:Q1938961"
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The following pages link to On pricing and hedging in financial markets with long-range dependence (Q1938961):
Displaying 5 items.
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence (Q2849241) (← links)
- (Q4979950) (← links)
- Pricing and hedging of long-term futures and forward contracts by a three-factor model (Q5745645) (← links)
- Quantile hedging in the complete financial market under the mixed fractional Brownian motion model and the liquidity constraint (Q6556762) (← links)