A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211): Difference between revisions

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+Hedging American options in Merton's model: A locally risk minimizing approach
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+Local risk-minimization for defaultable claims with recovery process
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+LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
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+Quadratic hedging methods for defaultable claims
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+Pricing contingent claims on stocks driven by Lévy processes
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+DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup>
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+Financial Modelling with Jump Processes
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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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+On Square Integrable Martingales
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+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Risk-minimizing hedging strategies for insurance payment processes
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+On quadratic hedging in continuous time
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+Hedging life insurance contracts in a Lévy process financial market
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+Locally Risk-minimizing Hedging of Insurance Payment Streams
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+Risk-minimality and orthogonality of martingales
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+Option hedging for semimartingales
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+Q2771116
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