Pages that link to "Item:Q2757607"
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The following pages link to Martingale measures and hedging for discrete-time financial markets (Q2757607):
Displaying 13 items.
- Hedging of game options under model uncertainty in discrete time (Q743096) (← links)
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- A new martingale representation theorem (discrete time) (Q869776) (← links)
- Superhedging of American options on an incomplete market with discrete time and finite horizon (Q904452) (← links)
- Optional decompositions under constraints (Q1365848) (← links)
- Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets (Q1922096) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- Pricing without no-arbitrage condition in discrete time (Q2235871) (← links)
- On representations of the set of supermartingale measures and applications in discrete time (Q2401121) (← links)
- A note on the mean-variance criteria for discrete time financial markets (Q2508065) (← links)
- A dual representation of gain–loss hedging for European claims in discrete time (Q2903127) (← links)
- Martingale Analysis for Assets with Discontinuous Returns (Q4835397) (← links)
- Conditional indicators (Q6606305) (← links)
