A time-series approach to non-self-financing hedging in a discrete-time incomplete market.
Josephy, N., Kimball, L., Steblovskaya, V. (2008)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Displaying similar documents to “Computational exploration of the biological basis of Black-Scholes expected utility function.”
A time-series approach to non-self-financing hedging in a discrete-time incomplete market.
On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile.
Jandačka, Martin, Ševčovič, Daniel (2005)
Journal of Applied Mathematics
Similarity:
Subprime risk and insurance with regret.
Petersen, M.A., Mukuddem-Petersen, J., Mulaudzi, M.P., De Waal, B., Schoeman, I.M. (2010)
Discrete Dynamics in Nature and Society
Similarity:
Financial Claims and Product Market Competition: an Explanation for Permitting Banks to Hold Equity in Firms
Shin-Heng Pao, Jyh-Horng Lin (2008)
The Yugoslav Journal of Operations Research
Similarity:
Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
P.-L. Lions, J.-M. Lasry (2007)
Annales de l'I.H.P. Analyse non linéaire
Similarity:
Selecting the best forecasting-implied volatility model using genetic programming.
Abdelmalek, Wafa, Ben Hamida, Sana, Abid, Fathi (2009)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord.
Fouche, C.H., Mukuddem-Petersen, J., Petersen, M.A., Senosi, M.C. (2008)
Discrete Dynamics in Nature and Society
Similarity:
Portfolio selection to achieve a target beta
Thomas H. McInish, Joel N. Morse, Erwin M. Saniga (1984)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
Generation of predictive price and trading volume patterns in a model of dynamically evolving free market supply and demand.
Wang, J.K. (2001)
Discrete Dynamics in Nature and Society
Similarity:
Liquidity Management and Futures Hedging Under Deposit Insurance: an Option-Based Analysis
Jyh-Horng Lin, Chuen-Ping Chang (2004)
The Yugoslav Journal of Operations Research
Similarity:
A method of determining risk zones of investment in real estate
L. Ustinovichius, V. Podvezko, R. Ginevicius (2006)
Control and Cybernetics
Similarity:
Evaluating Total Operational Value and Associated Risks of Financial Holding Companies in Taiwan
Li-Hui Chen (2010)
The Yugoslav Journal of Operations Research
Similarity: