scientific article
From MaRDI portal
Publication:3777968
zbMath0637.00019MaRDI QIDQ3777968
No author found.
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Festschriften (00B30)
Related Items (12)
On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model ⋮ LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS ⋮ Cournotian duopolistic firms may be Walrasian: a case in the Gabszewicz and Vial model ⋮ Pricing and hedging for correlation options with regime switching and common jump risk ⋮ Relative Entropy Criterion and CAPM-Like Pricing ⋮ Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models ⋮ Conditional dominance criteria: Definition and application to risk-management ⋮ Payoff-dependent balancedness and cores ⋮ A convergence theorem in uniform spaces with an application to economic equilibria ⋮ On the non-emptiness of the core of a coalitional production economy without ordered preferences ⋮ Optimal Hedging in Incomplete Markets ⋮ Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering
This page was built for publication:
