Pages that link to "Item:Q1176550"
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The following pages link to Option hedging for semimartingales (Q1176550):
Displaying 50 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- BSDEs under partial information and financial applications (Q402719) (← links)
- A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
- The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model (Q431920) (← links)
- Statistical causality and orthogonality of local martingales (Q449392) (← links)
- Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Mixed hedging under additive market price information (Q611079) (← links)
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
- A note on the hedging of options by Malliavin calculus in a jump-diffusion market (Q1734184) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
- Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954) (← links)
- Conditional dominance criteria: Definition and application to risk-management (Q1974031) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
- Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814) (← links)
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
- Structure condition under initial enlargement of filtration (Q2360964) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- Hedging life insurance contracts in a Lévy process financial market (Q2499839) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Malliavin calculus for marked binomial processes and applications (Q2679546) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
- CV<scp>a</scp> R HEDGING USING QUANTIZATION-BASED STOCHASTIC APPROXIMATION ALGORITHM (Q2788694) (← links)
- Minimal martingale measure on a finite probability space (Q2849242) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
