MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(4 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1111/j.1467-9965.2008.00342.x / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2008.00342.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3123377133 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some filtering problems arising in mathematical finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal General Equilibrium Model of Asset Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Attainable claims with \(p\)'th moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine processes and applications in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transform Analysis and Asset Pricing for Affine Jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-inhomogeneous affine processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales versus PDEs in finance: an equivalence result with examples / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3374320 / rank
 
Normal rank
Property / cites work
 
Property / cites work: STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance-optimal hedging for processes with stationary independent increments / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1111/J.1467-9965.2008.00342.X / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 10:23, 21 December 2024

scientific article
Language Label Description Also known as
English
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
scientific article

    Statements

    Identifiers