HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924): Difference between revisions

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+An extension of mean-variance hedging to the discontinuous case
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+Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
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+Dynamic programming and mean‐variance hedging in discrete time
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+Q3391755
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+On the structure of general mean-variance hedging strategies
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+MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
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+SHARPE RATIO MAXIMIZATION AND EXPECTED UTILITY WHEN ASSET PRICES HAVE JUMPS
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+Equivalent martingale measures and no-arbitrage in stochastic securities market models
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+A utility maximization approach to hedging in incomplete markets
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+Derivative pricing based on local utility maximization
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+On quadratic hedging in continuous time
@@ Property / cites work: On quadratic hedging in continuous time / rank @@
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+On Quadratic Cost Criteria for Option Hedging
@@ Property / cites work: On Quadratic Cost Criteria for Option Hedging / rank @@
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+Option hedging for semimartingales
@@ Property / cites work: Option hedging for semimartingales / rank @@
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+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
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+Publication:3650924