Pages that link to "Item:Q659116"
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The following pages link to Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116):
Displaying 7 items.
- Valuation and dynamic replication of contingent claims in a general market environment based on the beliefs-preferences gauge symmetry (Q706277) (← links)
- A model for pricing real estate derivatives with stochastic interest rates (Q969871) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3370586) (← links)
- Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (Q4763538) (← links)