Pages that link to "Item:Q470603"
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The following pages link to A two price theory of financial equilibrium with risk management implications (Q470603):
Displaying 19 items.
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Financial equilibrium with non-linear valuations (Q1648908) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Two price economic equilibria and financial market bid/ask prices (Q2036002) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Zero covariation returns (Q2296115) (← links)
- Adapted hedging (Q2397784) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- Hedging insurance books (Q2520465) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- From credit valuation adjustments to credit capital commitments (Q2869975) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- Option overlay strategies (Q4683071) (← links)
- TWO PROCESSES FOR TWO PRICES (Q5411989) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)