Cross hedging with stochastic correlation (Q1761431): Difference between revisions

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+PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS
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+Backward Stochastic Differential Equations in Finance
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+Exponential utility indifference valuation in two Brownian settings with stochastic correlation
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+Q3400710
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+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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+Differentiability of quadratic BSDEs generated by continuous martingales
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+The Malliavin Calculus and Related Topics
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@@ Property / DOI: 10.1007/S00780-010-0148-2 / rank @@
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