Fundamental theorems of asset pricing for good deal bounds
Year of publication: |
2004
|
---|---|
Authors: | Staum, Jeremy |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 14.2004, 2, p. 141-161
|
Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Derivat | Derivative | Unvollkommener Markt | Incomplete market | Theorie | Theory |
-
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément, (2016)
-
Quadratic hedging of basis risk
Hulley, Hardy, (2015)
-
Optimal hedging of variance derivatives
Crosby, John, (2014)
- More ...
-
Simulation of Coherent Risk Measures Based on Generalized Scenarios
Lesnevski, Vadim, (2007)
-
Systemic risk components and deposit insurance premia
Staum, Jeremy, (2012)
-
Fundamental Theorems of Asset Pricing for Good Deal Bounds
Staum, Jeremy, (2004)
- More ...