Pages that link to "Item:Q375374"
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The following pages link to Pricing of non-redundant derivatives in a complete market (Q375374):
Displaying 11 items.
- Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
- Market completion with derivative securities (Q503398) (← links)
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- Market clearing and derivative pricing (Q1780152) (← links)
- Pricing derivatives of American and game type in incomplete markets (Q1887275) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- A General Equilibrium Analysis of Option and Stock Market Interactions (Q3978431) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)