Pages that link to "Item:Q2286877"

The following pages link to Pricing and hedging in incomplete markets with model uncertainty (Q2286877):

Displaying 13 items.

• Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
• Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
• Solving the incomplete markets model with aggregate uncertainty by backward induction (Q1046039) (← links)
• Solving the incomplete market model with aggregate uncertainty using a perturbation method (Q1046044) (← links)
• Optimal investment under ambiguous technology shocks (Q2030529) (← links)
• Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Individual antecedents of real options appraisal: the role of national culture and ambiguity (Q2189896) (← links)
• Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978) (← links)
• (Q3504635) (← links)
• (Q5457450) (← links)
• Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
• Numerical solutions of an option pricing rainfall weather derivatives model (Q6144173) (← links)