Pages that link to "Item:Q2874138"
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The following pages link to On the upper hedging price of contingent claims (Q2874138):
Displaying 12 items.
- Pricing and hedging contingent claims with regime switching risk (Q548447) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- Hedging of contingent claims and maximum price (Q1325087) (← links)
- Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity (Q2300963) (← links)
- Hedging American contingent claims with arbitrage costs (Q2482406) (← links)
- Recurrence relations for price bounds of contingent claims in discrete time market models (Q2882763) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- (Q5325329) (← links)
- (Q5432894) (← links)
- On Utility-Based Superreplication Prices of Contingent Claims with Unbounded Payoffs (Q5448739) (← links)