The following pages link to (Q3811988):
Displaying 50 items.
- On European option pricing under partial information. (Q265152) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
- A tractable yield-curve model that guarantees positive interest rates (Q375261) (← links)
- Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Securities market theory: possession, repo and rehypothecation (Q413489) (← links)
- On controllability for stochastic control systems when the coefficient is time-variant (Q601888) (← links)
- Martingale analysis of dynamic tax incidence in a nonstationary growth model (Q673255) (← links)
- Margins on short sales and equilibrium price indeterminacy (Q684171) (← links)
- On the preservation of deterministic cycles when some agents perceive them to be random fluctuations (Q690161) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- A simple heuristic for valuing certain perpetual American-type securities (Q699352) (← links)
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- `Finem Lauda' or the risks in swaps (Q751146) (← links)
- Dynamic versus one-period completeness in event-tree security markets (Q852339) (← links)
- Mean-variance utility (Q893428) (← links)
- Surprising gifts: theory and laboratory evidence (Q900415) (← links)
- An introduction to general equilibrium with incomplete asset markets (Q909560) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Asset trading volume in a production economy (Q1006576) (← links)
- Martingale representation and hedging policies (Q1177217) (← links)
- Corrigendum to `A note on the terminal date security prices in a continuous time trading model with dividents' (Q1190236) (← links)
- Pricing continuously resettled contingent claims (Q1200317) (← links)
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
- A comparative evaluation of alternative models of the term structure of interest rates (Q1268217) (← links)
- Market demand functions in the capital asset pricing model (Q1270058) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- Competitive equilibrium of incomplete markets for securities with smooth payoffs (Q1330866) (← links)
- The role of risk aversion in the capital asset pricing model (Q1331811) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- On the arbitrage pricing theory (Q1338108) (← links)
- Is Krebs-Porteus utility distinguishable from intertemporal expected utility? (Q1339006) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- Necessary conditions for the CAPM (Q1357429) (← links)
- From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
- An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
- An optimal investment/consumption problem with higher borrowing rate (Q1387523) (← links)
- Existence of stochastic equilibrium with incomplete financial markets (Q1387524) (← links)
- Multi-period information markets (Q1391677) (← links)
- Exact arbitrage, well-diversified portfolios and asset pricing in large markets. (Q1399558) (← links)
- New method to option pricing for the general Black-Scholes model -- an actuarial approach (Q1430587) (← links)
- Binomial option pricing with nonidentically distributed returns and its implications (Q1596873) (← links)
- The GARCH-stable option pricing model (Q1600540) (← links)
- The inverse problem of asset price under non-expected utility (Q1676739) (← links)
- An analysis of the conditions for the validity of Modigliani-Miller theorem with incomplete markets (Q1804604) (← links)
- A direct method in optimal portfolio and consumption choice (Q1815743) (← links)
- Extension of Stiemke's lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets (Q1817338) (← links)
- The existence of security market equilibrium with a non-atomic state space (Q1817342) (← links)
- Two remarks on the uniqueness of equilibria in the CAPM (Q1850147) (← links)
