Risk minimizing hedging for a partially observed high frequency data model (Q3426316): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442500500488316
+Normal rank
@@ Property / OpenAlex ID @@
+W2006727853
@@ Property / OpenAlex ID: W2006727853 / rank @@
+Normal rank
@@ Property / cites work @@
+On sequential construction of solutions of stochastic differential equations with jump terms
+Normal rank
@@ Property / cites work @@
+A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH
+Normal rank
@@ Property / cites work @@
+Risk Minimization with Incomplete Information in a Model for High-Frequency Data
+Normal rank
@@ Property / cites work @@
+Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
+Normal rank
@@ Property / cites work @@
+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
+Normal rank
@@ Property / cites work @@
+Q5653395
@@ Property / cites work: Q5653395 / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Option hedging for semimartingales
@@ Property / cites work: Option hedging for semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
+Normal rank