The following pages link to Arbitrage and universal pricing. (Q1605214):
Displaying 9 items.
- Zero-level pricing method with transaction cost (Q691472) (← links)
- Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
- Zero-level pricing and the HARA utility functions (Q1014025) (← links)
- A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy (Q2331013) (← links)
- Narrowing the no-arbitrage bounds (Q2468504) (← links)
- Pricing dynamic binary variables and their derivatives (Q2873018) (← links)
- Asset pricing and observability (Q3978952) (← links)
- DO ARBITRAGE‐FREE PRICES COME FROM UTILITY MAXIMIZATION? (Q5739191) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)