Pages that link to "Item:Q2904345"
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The following pages link to Derivative Pricing in Discrete Time (Q2904345):
Displaying 13 items.
- Pricing of derivatives on mean-reverting assets (Q1040902) (← links)
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
- Derivative pricing based on local utility maximization (Q1848534) (← links)
- No-arbitrage symmetries (Q2148548) (← links)
- Introduction to the Mathematics of Finance (Q2880227) (← links)
- (Q3120175) (← links)
- (Q4609640) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- (Q5227506) (← links)
- PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
- Pricing financial derivatives by a minimizing method (Q5392216) (← links)
- OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)