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subject:"Markov chain"
~subject:"Unvollkommener Markt"
~type_genre:"Book section"
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Indifference pricing : theory and applications
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Nonlinear models in mathematical finance : new research trends in option pricing
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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Relative entropy criterion and CAPM-like pricing
Xanthopoulos, Stylianos Z.
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 369-379)
.
2016
Persistent link: https://www.econbiz.de/10011800875
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2
Utility indifference pricing : an overview
Henderson, Vicky
;
Hobson, David G.
- In:
Indifference pricing : theory and applications
,
(pp. 44-73)
.
2009
Persistent link: https://www.econbiz.de/10003807578
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The expected number of intersections of a four valued bounded martingale with any level may be infinite
Gordon, Alexander
;
Sonin, Isaac M.
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 87-98)
.
2009
Persistent link: https://www.econbiz.de/10003948448
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4
Utility indifference pricing with market incompleteness
Monoyios, Michael
- In:
Nonlinear models in mathematical finance : new research …
,
(pp. 67-100)
.
2008
Persistent link: https://www.econbiz.de/10011954430
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5
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
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