Pages that link to "Item:Q2278417"
From MaRDI portal
The following pages link to Pricing under dynamic risk measures (Q2278417):
Displaying 20 items.
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Risk-neutral pricing for arbitrage pricing theory (Q779871) (← links)
- Existence and uniqueness of martingale solutions to option pricing equations with noise (Q831331) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Sublinear price functionals under portfolio constraints (Q1567183) (← links)
- Time consistent pricing of options with embedded decisions (Q2180301) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- Updating pricing rules (Q2323301) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Determination of risk pricing measures from market prices of risk (Q2518550) (← links)
- Pricing and valuation under the real-world measure (Q2797876) (← links)
- Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- Pricing under rough volatility (Q5001177) (← links)
- Compatibility between pricing rules and risk measures: The CCVaR (Q5852466) (← links)
- Risk-averse dynamic pricing using mean-semivariance optimization (Q6113462) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)
