A PDE approach for risk measures for derivatives with regime switching (Q665800): Difference between revisions

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+Coherent Measures of Risk
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Option pricing and Esscher transform under regime switching
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+Mean-variance hedging for general claims
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+A PDE approach to risk measures of derivatives
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+COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY
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+Bayesian Risk Measures for Derivatives via Random Esscher Transform
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