Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954): Difference between revisions

@@ Property / cites work @@
+Pricing contingent claims on stocks driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+Risk Minimizing Option Pricing in a Regime Switching Market
+Normal rank
@@ Property / cites work @@
+Q3974816
@@ Property / cites work: Q3974816 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3815091
@@ Property / cites work: Q3815091 / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic Control of Switching Diffusions
@@ Property / cites work: Ergodic Control of Switching Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
+Normal rank
@@ Property / cites work @@
+Risk-minimizing hedging strategies for insurance payment processes
+Normal rank
@@ Property / cites work @@
+Hedging life insurance contracts in a Lévy process financial market
+Normal rank
@@ Property / cites work @@
+Option hedging for semimartingales
@@ Property / cites work: Option hedging for semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+RISK‐MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION
+Normal rank
@@ Property / cites work @@
+Q2771116
@@ Property / cites work: Q2771116 / rank @@
+Normal rank
@@ Property / cites work @@
+A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market
+Normal rank