4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Michail Anthropelos

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Forward Exponential Performances: Pricing and Optimal Risk Sharing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets

Economy – Quantitative Finance – Pricing of Securities
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On contingent claims pricing in incomplete markets: A risk sharing approach

Economy – Quantitative Finance – Computational Finance
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Partial Equilibria with Convex Capital Requirements: Existence, Uniqueness and Stability

Economy – Quantitative Finance – Risk Management
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Profile ID: LFWR-SCP-P-145014

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