Risk-minimizing hedging strategies with restricted information and cost (Q3103158): Difference between revisions

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+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
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+MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT 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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+Risk Minimization with Incomplete Information in a Model for High-Frequency Data
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+Risk minimizing hedging for a partially observed high frequency data model
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+Optimal trading strategy for an investor: the case of partial information
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+A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH
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+Nonlinear filtering for jump-diffusions
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+A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA
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