Pages that link to "Item:Q2929383"
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The following pages link to Optimality of payoffs in Lévy models (Q2929383):
Displaying 14 items.
- Optimisation and mathematical explanation: doing the Lévy walk (Q484933) (← links)
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- Best bounds for expected financial payoffs. II: Applications (Q1372065) (← links)
- Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
- On the Harsanyi payoff vectors and Harsanyi imputations (Q2270215) (← links)
- Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
- Simplified hedge for path-dependent derivatives (Q2836214) (← links)
- (Q2975948) (← links)
- (Q3656127) (← links)
- On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
- On the Optimal Investment (Q4976507) (← links)
- Construction and Hedging of Optimal Payoffs in Lévy Models (Q4976508) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Existence, uniqueness, and stability of optimal payoffs of eligible assets (Q5109985) (← links)