Pub Date : 2022-01-31DOI: 10.1017/9781108993876.009
{"title":"Measure-Distorted Value-Maximizing Hedges in Practice","authors":"","doi":"10.1017/9781108993876.009","DOIUrl":"https://doi.org/10.1017/9781108993876.009","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129636793","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-31DOI: 10.1017/9781108993876.014
{"title":"Dynamic Valuation via Nonlinear Martingales and Associated Backward Stochastic Partial Integro-Differential Equations","authors":"","doi":"10.1017/9781108993876.014","DOIUrl":"https://doi.org/10.1017/9781108993876.014","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"53 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126926638","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-31DOI: 10.1017/9781108993876.004
{"title":"Estimation of Univariate Arrival Rates from Time Series Data","authors":"","doi":"10.1017/9781108993876.004","DOIUrl":"https://doi.org/10.1017/9781108993876.004","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"20 12","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133106918","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-31DOI: 10.1017/9781108993876.007
{"title":"The Measure-Distorted Valuation As a Financial Objective","authors":"","doi":"10.1017/9781108993876.007","DOIUrl":"https://doi.org/10.1017/9781108993876.007","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"68 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116142243","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-31DOI: 10.1017/9781108993876.013
{"title":"Static Portfolio Allocation Theory for Measure-Distorted Valuations","authors":"","doi":"10.1017/9781108993876.013","DOIUrl":"https://doi.org/10.1017/9781108993876.013","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128030092","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-31DOI: 10.1017/9781108993876.003
{"title":"Univariate Risk Representation Using Arrival Rates","authors":"","doi":"10.1017/9781108993876.003","DOIUrl":"https://doi.org/10.1017/9781108993876.003","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"200 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131935347","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-31DOI: 10.1017/9781108993876.016
{"title":"Enterprise Valuation Using Infinite and Finite Horizon Valuation of Terminal Liquidation","authors":"","doi":"10.1017/9781108993876.016","DOIUrl":"https://doi.org/10.1017/9781108993876.016","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122196626","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-31DOI: 10.1017/9781108993876.017
{"title":"Economic Acceptability","authors":"","doi":"10.1017/9781108993876.017","DOIUrl":"https://doi.org/10.1017/9781108993876.017","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"22 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126919380","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-01-31DOI: 10.1017/9781108993876.005
{"title":"Estimation of Univariate Arrival Rates from Option Surface Data","authors":"","doi":"10.1017/9781108993876.005","DOIUrl":"https://doi.org/10.1017/9781108993876.005","url":null,"abstract":"","PeriodicalId":268404,"journal":{"name":"Nonlinear Valuation and Non-Gaussian Risks in Finance","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128884647","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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