Risk minimizing hedging for a partially observed high frequency data model (Q3426316): Difference between revisions

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+On sequential construction of solutions of stochastic differential equations with jump terms
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+A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH
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+Risk Minimization with Incomplete Information in a Model for High-Frequency Data
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+Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
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+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
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+Q5653395
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+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
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+Option hedging for semimartingales
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+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
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