Pages that link to "Item:Q2339079"
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The following pages link to Option pricing in incomplete markets (Q2339079):
Displaying 18 items.
- Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826) (← links)
- Option market making under inventory risk (Q836039) (← links)
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- Markets that don't replicate any option. (Q1608851) (← links)
- An approximation pricing algorithm in an incomplete market: a differential geometric approach (Q1776017) (← links)
- Pricing derivatives of American and game type in incomplete markets (Q1887275) (← links)
- A numerical study of the utility-indifference approach for pricing American options (Q2194809) (← links)
- Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Pricing early exercise contracts in incomplete markets (Q2386628) (← links)
- Interest rate options valuation under incomplete information (Q2480219) (← links)
- LINEAR APPROXIMATION OF OPTION PRICING IN INCOMPLETE MARKET (Q3465001) (← links)
- Market completion using options (Q3534746) (← links)
- (Q4227231) (← links)
- Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
- The inverse problem of option pricing (Q4363858) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- Price bias and common practice in option pricing (Q5107617) (← links)