The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871): Difference between revisions

@@ Property / cites work @@
+Residual risks and hedging strategies in Markovian markets
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging in continuous time
@@ Property / cites work: Mean-variance hedging in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Q4806224
@@ Property / cites work: Q4806224 / rank @@
+Normal rank
@@ Property / cites work @@
+On Quadratic Cost Criteria for Option Hedging
@@ Property / cites work: On Quadratic Cost Criteria for Option Hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging for general claims
@@ Property / cites work: Mean-variance hedging for general claims / rank @@
+Normal rank
@@ Property / cites work @@
+Variance-Optimal Hedging in Discrete Time
@@ Property / cites work: Variance-Optimal Hedging in Discrete Time / rank @@
+Normal rank
@@ Property / cites work @@
+A Multiperiod Equilibrium Asset Pricing Model
@@ Property / cites work: A Multiperiod Equilibrium Asset Pricing Model / rank @@
+Normal rank