Pages that link to "Item:Q4216108"
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The following pages link to On Minimizing Risk in Incomplete Markets Option Pricing Models (Q4216108):
Displaying 17 items.
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- An introduction to statistical finance (Q699524) (← links)
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- Elements for a theory of financial risks (Q1577075) (← links)
- Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market (Q1789776) (← links)
- Option pricing under residual risk and imperfect hedging (Q2338861) (← links)
- VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047) (← links)
- DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
- A GENERAL METHODOLOGY TO PRICE AND HEDGE DERIVATIVES IN INCOMPLETE MARKETS (Q3523540) (← links)
- OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
- Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044) (← links)
