Pages that link to "Item:Q5068070"
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The following pages link to Equal risk pricing and hedging of financial derivatives with convex risk measures (Q5068070):
Displaying 6 items.
- Market price-based convex risk measures: a distribution-free optimization approach (Q435754) (← links)
- Weak convergence of equity derivatives pricing with default risk (Q893958) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Risk-neutral valuation: Pricing and hedging of financial derivatives (Q1264183) (← links)
- On equi-derivatives (Q1374540) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)