Pages that link to "Item:Q5754676"
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The following pages link to Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676):
Displaying 4 items.
- Optimal martingale measures for defaultable assets (Q436296) (← links)
- Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
- Pricing Without Equivalent Martingale Measures Under Complete and Incomplete Observation (Q3000879) (← links)
- Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (Q5256270) (← links)
