The following pages link to (Q4868511):
Displaying 17 items.
- The application of backward stochastic differential equation with stopping time in hedging American contingent claims (Q603497) (← links)
- Backward stochastic differential equation on hedging American contingent claims (Q629606) (← links)
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
- Hedging American contingent claims with constrained portfolios (Q1387767) (← links)
- Hedging American contingent claims with constrained portfolios under a higher interest rate for borrowing (Q1771800) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Synthetic replication of American contingent claims when portfolios are constrained (Q1890718) (← links)
- On the relationship of the dynamic programing approach and the contingent claim approach to asset valuation (Q1979072) (← links)
- Hedging global environment risks: an option based portfolio insurance (Q2440762) (← links)
- A finite volume approach for contingent claims valuation (Q2748866) (← links)
- European-type contingent claims in an incomplete market with constrained wealth and portfolio (Q2757310) (← links)
- (Q3071828) (← links)
- Hedging contingent claims for a large investor in an incomplete market (Q4391416) (← links)
- The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices * (Q4526200) (← links)
- Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
- (Q5432894) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
