Pages that link to "Item:Q2373572"
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The following pages link to On the structure of general mean-variance hedging strategies (Q2373572):
Displaying 7 items.
- On the performance of delta hedging strategies in exponential Lévy models (Q5397451) (← links)
- MARKET VALUE MARGIN VIA MEAN–VARIANCE HEDGING (Q5398353) (← links)
- A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE (Q5459960) (← links)
- Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- Simplified calculus for semimartingales: multiplicative compensators and changes of measure (Q6157012) (← links)
- Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients (Q6562462) (← links)
