Pages that link to "Item:Q1922074"

The following pages link to Approximation pricing and the variance-optimal martingale measure (Q1922074):

Displaying 35 items.

• Option pricing with regime switching by trinomial tree method (Q2654191) (← links)
• Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
• Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
• Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
• A simple solution to a continuous-time mean-variance portfolio selection via the mean-variance hedging (Q3121440) (← links)
• RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
• ON THE PROFIT AND LOSS DISTRIBUTION OF DYNAMIC HEDGING STRATEGIES (Q3523520) (← links)
• THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS (Q3523578) (← links)
• The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
• The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
• Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
• A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← links)
• Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
• Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
• STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
• On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
• Maxentropic construction of risk neutral measures: discrete market models (Q4784302) (← links)
• Fundamental Theorems of Asset Pricing for Good Deal Bounds (Q4827308) (← links)
• The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832) (← links)
• A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
• The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522) (← links)
• A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814) (← links)
• Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)
• Equal risk pricing and hedging of financial derivatives with convex risk measures (Q5068070) (← links)
• Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time (Q5346501) (← links)
• On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
• MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
• MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
• MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
• Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
• From actuarial to financial valuation principles (Q5938026) (← links)
• Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
• Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)