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isPartOf:"International journal of theoretical and applied finance"
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Incomplete market
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International journal of theoretical and applied finance
Discussion paper / Centre for Economic Policy Research
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1
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
2
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
3
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
4
The minimal k-entropy martingale measure
Trivellato, Barbara
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009672603
Saved in:
5
Valuation of compound option when the underlying asset is non-tradable
Liu, Yu-hong
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 441-458
Persistent link: https://www.econbiz.de/10008904358
Saved in:
6
Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z.
;
Yannacopoulos, Athanasios N.
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 415-445
Persistent link: https://www.econbiz.de/10003759930
Saved in:
7
An approximate approach to the exponential utility indifference
Arai, Takuji
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 475-503
Persistent link: https://www.econbiz.de/10003463454
Saved in:
8
Equilibrium with excessive holdings constraint : an application to DC pension plans
Soumaré, Issouf
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1159-1190
Persistent link: https://www.econbiz.de/10003632061
Saved in:
9
Quadratic hedging for the Bates model
Hubalek, Friedrich
;
Sgarra, Carlo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
Saved in:
10
Cross hedging within a log mean reverting model
Njoh, Samuel
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 887-914
Persistent link: https://www.econbiz.de/10003564685
Saved in:
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