$\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE (Q3621564): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+An extension of mean-variance hedging to the discontinuous case
+Normal rank
@@ Property / cites work @@
+Some properties of the variance-optimal martingale measure for discontinuous semimartingales
+Normal rank
@@ Property / cites work @@
+On the structure of general mean-variance hedging strategies
+Normal rank
@@ Property / cites work @@
+On Fefferman and Burkholder-Davis-Gundy inequalities for \({\mathcal E}\)-martingales
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Variance Hedging and Numeraire
@@ Property / cites work: Mean-Variance Hedging and Numeraire / rank @@
+Normal rank
@@ Property / cites work @@
+STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE
+Normal rank
@@ Property / cites work @@
+Mean-Variance Hedging When There Are Jumps
@@ Property / cites work: Mean-Variance Hedging When There Are Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Q5566063
@@ Property / cites work: Q5566063 / rank @@
+Normal rank
@@ Property / cites work @@
+On quadratic hedging in continuous time
@@ Property / cites work: On quadratic hedging in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+On \(L^2\)-projections on a space of stochastic integrals
+Normal rank
@@ Property / cites work @@
+MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3621564