The following pages link to Applied Conic Finance (Q3188134):
Displaying 29 items.
- Convex analysis and financial equilibrium (Q484137) (← links)
- Financial equilibrium with non-linear valuations (Q1648908) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Estimation of the bid-ask prices for the European discrete geometric average and arithmetic average Asian options (Q2045356) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Valuation of bid and ask prices for European options under mixed fractional Brownian motion (Q2130778) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- Zero covariation returns (Q2296115) (← links)
- Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- CONIC FINANCE AND THE CORPORATE BALANCE SHEET (Q3094324) (← links)
- (Q3817431) (← links)
- Instantaneous portfolio theory (Q4554500) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- CONIC CPPIs (Q4634640) (← links)
- Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)
- FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS (Q5010070) (← links)
- CONIC CVA AND DVA FOR OPTION PORTFOLIOS (Q5147998) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- Measuring dependence in a set of asset returns (Q6054326) (← links)
- Now decision theory (Q6064078) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)
- Rational hedging with a diversity of implied volatilities (Q6643152) (← links)
- Collective dynamic risk measures (Q6643153) (← links)
- Neural network empowered liquidity pricing in a two-price economy under conic finance settings (Q6657689) (← links)
- On the pricing of capped volatility swaps using machine learning techniques (Q6657702) (← links)
