The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832): Difference between revisions

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+https://doi.org/10.1080/07362994.2010.503463
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+W2067387660
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@@ Property / cites work @@
+Minimal martingale measures for jump diffusion processes
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+An extension of mean-variance hedging to the discontinuous case
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+Towards a general theory of bond markets
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+Bond Market Structure in the Presence of Marked Point Processes
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+On the structure of general mean-variance hedging strategies
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+\(\mathcal E\)-martingales and their applications in mathematical finance
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+Mean-Variance Hedging and Numeraire
@@ Property / cites work: Mean-Variance Hedging and Numeraire / rank @@
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+Calcul stochastique et problèmes de martingales
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+Mean Variance Hedging in a General Jump Model
@@ Property / cites work: Mean Variance Hedging in a General Jump Model / rank @@
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+On \(L^2\)-projections on a space of stochastic integrals
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+Approximation pricing and the variance-optimal martingale measure
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