Pages that link to "Item:Q2279857"
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The following pages link to Comonotonic asset prices in arbitrage-free markets (Q2279857):
Displaying 5 items.
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
- The no-arbitrage pricing of non-traded assets (Q6076760) (← links)
- A note on the induction of comonotonic additive risk measures from acceptance sets (Q6540896) (← links)
- A solution to the multidimensionality in option pricing (Q6541097) (← links)