Pages that link to "Item:Q1780152"
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The following pages link to Market clearing and derivative pricing (Q1780152):
Displaying 17 items.
- Strategies in the principal-agent model (Q361824) (← links)
- Pricing of non-redundant derivatives in a complete market (Q375374) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Market completion with derivative securities (Q503398) (← links)
- Derivative pricing methodology in continuous-time models (Q714546) (← links)
- Market clearing and price formation (Q844623) (← links)
- On pricing of market-indexed certificates of deposit (Q1123103) (← links)
- General framework for pricing derivative securities (Q1346157) (← links)
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- Market clearing, utility functions, and securities prices (Q1779002) (← links)
- Dynamically complete markets under Brownian motion (Q2230760) (← links)
- Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
- On derivatives with illiquid underlying and market manipulation (Q3088325) (← links)
- (Q3190964) (← links)
- A General Equilibrium Analysis of Option and Stock Market Interactions (Q3978431) (← links)
- (Q4218379) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)