Judicious 发表于 2025-3-26 23:17:38
http://reply.papertrans.cn/48/4743/474225/474225_31.png令人不快 发表于 2025-3-27 01:11:24
Textbook 2018ing and hedging of contingent claims, interest rate term structure models, and expected utility maximization problems. The general theory of static risk measures, basic concepts and results on markets of semimartingale model, and a numeraire-free and original probability based framework for financi枫树 发表于 2025-3-27 08:14:03
Financial Markets in Discrete Time, claims pricing. In addition, we discuss the investment strategy via expected utility maximization and utility function-based contingent claims pricing and market equilibrium pricing. In the end, we study the pricing of American contingent claims.草率男 发表于 2025-3-27 11:49:30
http://reply.papertrans.cn/48/4743/474225/474225_34.pngnugatory 发表于 2025-3-27 15:45:54
http://reply.papertrans.cn/48/4743/474225/474225_35.pngdefile 发表于 2025-3-27 20:28:09
http://reply.papertrans.cn/48/4743/474225/474225_36.pngOutspoken 发表于 2025-3-27 23:04:05
http://reply.papertrans.cn/48/4743/474225/474225_37.png死猫他烧焦 发表于 2025-3-28 02:48:18
http://reply.papertrans.cn/48/4743/474225/474225_38.png牵连 发表于 2025-3-28 09:48:31
http://reply.papertrans.cn/48/4743/474225/474225_39.png牛马之尿 发表于 2025-3-28 11:17:47
http://reply.papertrans.cn/48/4743/474225/474225_40.png