THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (Q3094329): Difference between revisions

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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
@@ Property / cites work: Towards a general theory of bond markets / rank @@
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+Bond Market Structure in the Presence of Marked Point Processes
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+On the use of measure-valued strategies in bond markets
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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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+Risk-neutral compatibility with option prices
@@ Property / cites work: Risk-neutral compatibility with option prices / rank @@
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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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+Dynamic programming and mean-variance hedging
@@ Property / cites work: Dynamic programming and mean-variance hedging / rank @@
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+Continuous-time term structure models: Forward measure approach
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+TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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+https://doi.org/10.1142/s0219024911006449
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+W1988792988
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+Publication:3094329