Pages that link to "Item:Q3650924"
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The following pages link to HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924):
Displaying 19 items.
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework (Q1655553) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency (Q2273972) (← links)
- Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
- The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
- Best-estimate claims reserves in incomplete markets (Q2356237) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
- Dynamic Trading with Reference Point Adaptation and Loss Aversion (Q3465581) (← links)
- Pricing Reinsurance Contracts (Q4613815) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353) (← links)
- Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536) (← links)
