Pages that link to "Item:Q2440802"
From MaRDI portal
The following pages link to Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802):
Displaying 6 items.
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)