MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2008.00342.x
+Normal rank
@@ Property / OpenAlex ID @@
+W3123377133
@@ Property / OpenAlex ID: W3123377133 / rank @@
+Normal rank
@@ Property / cites work @@
+On some filtering problems arising in mathematical finance
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Model of Asset Prices
+Normal rank
@@ Property / cites work @@
+Attainable claims with \(p\)'th moments
@@ Property / cites work: Attainable claims with \(p\)'th moments / rank @@
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
+Normal rank
@@ Property / cites work @@
+Time-inhomogeneous affine processes
@@ Property / cites work: Time-inhomogeneous affine processes / rank @@
+Normal rank
@@ Property / cites work @@
+A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
+Normal rank
@@ Property / cites work @@
+Martingales versus PDEs in finance: an equivalence result with examples
+Normal rank
@@ Property / cites work @@
+Q3374320
@@ Property / cites work: Q3374320 / rank @@
+Normal rank
@@ Property / cites work @@
+STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE
+Normal rank
@@ Property / cites work @@
+Variance-optimal hedging for processes with stationary independent increments
+Normal rank