Pages that link to "Item:Q1176550"

The following pages link to Option hedging for semimartingales (Q1176550):

Displaying 44 items.

• LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (Q2947346) (← links)
• Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075) (← links)
• Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes (Q3103170) (← links)
• Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II (Q3114550) (← links)
• Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
• Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
• Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts (Q3395497) (← links)
• Risk minimizing hedging for a partially observed high frequency data model (Q3426316) (← links)
• Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
• THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS (Q3523578) (← links)
• Locally Risk-minimizing Hedging of Insurance Payment Streams (Q3632829) (← links)
• HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
• PRICING AND HEDGING IN CARBON EMISSIONS MARKETS (Q3655552) (← links)
• Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
• Hedging Index Options With Few Assets¹ (Q4371998) (← links)
• DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS¹ (Q4372016) (← links)
• Empirical Performance and Asset Pricing in Hidden Markov Models (Q4434427) (← links)
• Option pricing with hedging at fixed trading dates (Q4541525) (← links)
• Stochastic volatility, smile & asymptotics (Q4541571) (← links)
• Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
• STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
• Convergence of Jump-Diffusion Modelsto the Black–Scholes Model (Q4795544) (← links)
• Minimal martingale measures for jump diffusion processes (Q4819453) (← links)
• Martingale Representation of Functionals of Lévy Processes (Q4826122) (← links)
• Numerical study for European option pricing equations with non-levy jumps (Q4987125) (← links)
• Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
• Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
• Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
• Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)
• Hedging strategies for energy derivatives (Q5247229) (← links)
• APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
• On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
• Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
• OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
• Insiders' hedging in a jump diffusion model (Q5433099) (← links)
• Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)
• Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates (Q5715938) (← links)
• BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
• Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
• Locally risk-minimizing strategies in discrete time incomplete financial markets (Q5955928) (← links)
• No arbitrage and multiplicative special semimartingales (Q6068851) (← links)
• Hedging Option Books Using Neural-SDE Market Models (Q6112769) (← links)
• Term structure modeling with overnight rates beyond stochastic continuity (Q6178393) (← links)
• Bounds on mean variance hedging in jump diffusion (Q6185522) (← links)