Pages that link to "Item:Q5942932"

The following pages link to Optimal investment in derivative securities (Q5942932):

Displaying 20 items.

• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951) (← links)
• Optimal investment and price dependence in a semi-static market (Q486934) (← links)
• Optimal portfolio allocation with higher moments (Q665798) (← links)
• Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
• Effects of uncertainty aversion on the call option market (Q944232) (← links)
• Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Derivatives trading for insurers (Q1757608) (← links)
• Optimal bitcoin trading with inverse futures (Q2241555) (← links)
• New weak error bounds and expansions for optimal quantization (Q2297129) (← links)
• A martingale approach to optimal portfolios with jump-diffusions (Q2884610) (← links)
• ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS (Q2968272) (← links)
• OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (Q3005843) (← links)
• OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
• HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994) (← links)
• A Note on Market Completeness with American Put Options (Q4561927) (← links)
• Understanding option prices (Q4647596) (← links)
• On the equivalence of the static and dynamic asset allocation problems (Q5484641) (← links)
• Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing (Q5505153) (← links)