Pages that link to "Item:Q2782354"
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The following pages link to The theory of good-deal pricing in financial markets (Q2782354):
Displaying 18 items.
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Liquidity risks on power exchanges: a generalized Nash equilibrium model (Q368744) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- Computing strategies for achieving acceptability: a Monte Carlo approach (Q2464857) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- Generalized statistical arbitrage concepts and related gain strategies (Q6054359) (← links)
- Good deal indices in asset pricing: actuarial and financial implications (Q6066598) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
- Risk measures beyond frictionless markets (Q6557369) (← links)
