Risk-minimizing hedging strategies with restricted information and cost (Q3103158): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1002/asmb.794 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1002/asmb.794 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4255837955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Minimization with Incomplete Information in a Model for High-Frequency Data / 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: Optimal trading strategy for an investor: the case of partial information / 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: Nonlinear filtering for jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1002/ASMB.794 / rank
 
Normal rank

Latest revision as of 16:28, 20 December 2024

scientific article
Language Label Description Also known as
English
Risk-minimizing hedging strategies with restricted information and cost
scientific article

    Statements

    Identifiers