Pages that link to "Item:Q2757310"
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The following pages link to European-type contingent claims in an incomplete market with constrained wealth and portfolio (Q2757310):
Displaying 8 items.
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- Completeness of security markets and backward stochastic differential equations with unbounded coefficients (Q1000013) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Synthetic replication of American contingent claims when portfolios are constrained (Q1890718) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- Completeness of security markets and solvability of linear backward stochastic differential equations (Q2488814) (← links)
- OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (Q3520538) (← links)
- REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3523581) (← links)
