The following pages link to (Q3504635):
Displaying 11 items.
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- Implications of parameter uncertainty on option prices (Q1958422) (← links)
- Updating pricing rules (Q2323301) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Pricing functionals and pricing measures (Q2790459) (← links)
- An alternative axiomatic characterisation of pricing operators (Q2956524) (← links)
- Parametric Estimation of Risk Neutral Density Functions (Q3112461) (← links)
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394) (← links)
- A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules (Q6641085) (← links)
