Pages that link to "Item:Q4652577"
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The following pages link to Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities (Q4652577):
Displayed 19 items.
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- The efficient hedging problem for American options (Q483722) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Portfolio optimization in discontinuous markets under incomplete information (Q2461283) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- Integer-valued Lévy processes and low latency financial econometrics (Q2873033) (← links)
- MONTE CARLO DERIVATIVE PRICING WITH PARTIAL INFORMATION IN A CLASS OF DOUBLY STOCHASTIC POISSON PROCESSES WITH MARKS (Q2892976) (← links)
- Nonlinear Filtering for Markov Systems with Delayed Observations (Q3392509) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
- Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
- Optimal Control of Partially Observable Piecewise Deterministic Markov Processes (Q4634986) (← links)
- m-Double Poisson Lévy markets (Q5139259) (← links)
- PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400) (← links)
- UTILITY MAXIMIZATION IN A PURE JUMP MODEL WITH PARTIAL OBSERVATION (Q5392602) (← links)