Pages that link to "Item:Q1177217"

The following pages link to Martingale representation and hedging policies (Q1177217):

Displaying 12 items.

• A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
• Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
• Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
• On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
• Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
• Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441) (← links)
• ATTAINABLE CLAIMS IN A MARKOV MARKET (Q3126227) (← links)
• On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
• A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
• Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
• HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
• Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)