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Keyword [martingale measure]
Result: 1 - 20 | Page: 1 of 2
1. On The First Fundamental Theorem Of Asset Pricing
2. Research On The PDE Approaches To Valuating And Hedging Of Credit Derivatives
3. Several Researchs On Pricing Formulates And Hedging Stratagems Of Contingent Claims
4. Large Deviations For Gaussian Perturbations Of Heat Equation
5. Optimization Problem For Multinational Assets In A General Jump Model
6. Utility Optimization Problem And Generalization Of P-Optimal Martingale Measure With Jumps
7. The Pricing And Hedging Of Contingent Claims In An Incomplete Market
8. European Option Pricing Under A Regime Switching Double Exponential Jump-diffusion Process
9. Pricing Vulnerable European Options In A Mixed Environment Of Geometric And Fractional Brownian Motion
10. Research On Dynamic Hedge Models Of Options And Their Applications
11. Some Properties Of Space-Time White Noise And Integral Theory
12. Option Pricing In Two-factor Markov-modulated Jump-diffusion Stochastic Volatility Models
13. Pricing Option And EIAs When Discrete Dividends Follow A Markov-modulated Jump Diffusion Model
14. Delayed Black And Scholes Formulas Driven By Lévy Processes
15. Optimal Investment And Reinsurance Strategies For Insurance Companies And Reinsurers
16. Research On Several Resetting Options Pricing Models
17. Research On Pricing Of Power European Options By Lévy Process
18. Option Pricing Based On The Minimal K-entropy Equivalent Martingale Measure
19. The Minimal Symmetric ? Entropy Martingale Measure And The Valuation Problem Incomplete Market
20. Pricing Exotic Options With Levy Process And The Minimal Q-Moment Equivalent Martingale Measure
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