Pages that link to "Item:Q1307508"

The following pages link to \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508):

Displaying 20 items.

• Drift operator in a viable expansion of information flow (Q288832) (← links)
• Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
• Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
• Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
• Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
• Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
• Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
• Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
• Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327) (← links)
• Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• Some properties of the variance-optimal martingale measure for discontinuous semimartingales (Q2566718) (← links)
• Minimal martingale measures for jump diffusion processes (Q4819453) (← links)
• Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
• OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
• MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)