Pages that link to "Item:Q4916239"
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The following pages link to DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239):
Displaying 18 items.
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Dynamic quasi concave performance measures (Q478133) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Acceptability maximization (Q2170297) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- Conic portfolio theory (Q2806366) (← links)
- Dynamic coherent acceptability indices and their applications to finance (Q2875722) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← 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)
- A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time (Q5219305) (← links)
- Deep signature FBSDE algorithm (Q6164091) (← links)
- Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)
- Short communication: utility-based acceptability indices (Q6557365) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)
