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scientific article; zbMATH DE number 1494228

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Publication:4497382
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zbMath1147.91321MaRDI QIDQ4497382

Yoshio Miyahara

Publication date: 22 August 2000


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Generalizations of martingales (60G48) Auctions, bargaining, bidding and selling, and other market models (91B26)


Related Items (11)

GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS ⋮ Martingale measures in the market with restricted information ⋮ Application of Moore-Penrose inverse in deciding the minimal martingale measure ⋮ Pricing participating policies under the Meixner process and stochastic volatility ⋮ Reviewing alternative characterizations of Meixner process ⋮ A minimality property of the minimal martingale measure ⋮ Regime-switching risk: to price or not to price? ⋮ Backward stochastic partial differential equations related to utility maximization and hedging ⋮ Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions ⋮ Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility ⋮ Catastrophe risk bonds with applications to earthquakes







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