The Föllmer–Schweizer decomposition under incomplete information (Q4584693): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3106215755 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1511.05465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4279441 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk minimizing hedging for a partially observed high frequency data model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Filtering for Jump Diffusion Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness / rank
 
Normal rank
Property / cites work
 
Property / cites work: A benchmark approach to risk-minimization under partial information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local risk-minimization under restricted information on asset prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs under partial information and financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: GKW representation theorem under restricted information: An application to risk-minimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Föllmer-Schweizer decomposition: comparison and description / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3974816 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing credit derivatives under incomplete information: a nonlinear-filtering approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations for the non linear filtering problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3015741 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3908216 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change of filtrations and mean–variance hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential utility maximization under partial information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Föllmer-Schweizer decomposition and mean-variance hedging for general claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied stochastic control of jump diffusions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximating random variables by stochastic integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2771116 / rank
 
Normal rank

Latest revision as of 13:28, 16 July 2024

scientific article; zbMATH DE number 6931435
Language Label Description Also known as
English
The Föllmer–Schweizer decomposition under incomplete information
scientific article; zbMATH DE number 6931435

    Statements

    The Föllmer–Schweizer decomposition under incomplete information (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    4 September 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    Föllmer-Schweizer decomposition
    0 references
    partial information
    0 references
    nonlinear filtering
    0 references
    0 references
    0 references