Pages that link to "Item:Q2403142"
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The following pages link to The pricing of contingent claims and optimal positions in asymptotically complete markets (Q2403142):
Displaying 14 items.
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- (Q2997446) (← links)
- The Dynamic<i>q</i>-Valuation of a Contingent Claim in a Continuous Market Model (Q3611811) (← links)
- Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (Q4763538) (← links)
- Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
- Optimal investment, derivative demand, and arbitrage under price impact (Q6078431) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- Pricing of contingent claims in large markets (Q6659481) (← links)
