A risk reserve model for hedging in incomplete markets (Q975891): Difference between revisions

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+Dynamic programming and stochastic control
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+Stochastic optimal control. The discrete time case
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+Quantile hedging
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+Efficient hedging: cost versus shortfall risk
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Mean-variance hedging for general claims
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+Approximation pricing and the variance-optimal martingale measure
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+PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER
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