Pages that link to "Item:Q1345608"
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The following pages link to Approximating random variables by stochastic integrals (Q1345608):
Displayed 50 items.
- Investing equally in risk (Q354660) (← links)
- Variance-optimal hedging for target volatility options (Q380555) (← links)
- BSDEs under partial information and financial applications (Q402719) (← links)
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272) (← links)
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- An introduction to statistical finance (Q699524) (← 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)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← 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)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- Elements for a theory of financial risks (Q1577075) (← links)
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
- Sensitivity of optimal consumption streams (Q2000136) (← links)
- Optimal investment for an insurer under liquid reserves (Q2031332) (← links)
- Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space (Q2036670) (← links)
- Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Quadratic minimization with portfolio and terminal wealth constraints (Q2351638) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Asymptotic option price with bounded expected loss (Q2510032) (← links)
- Progressive enlargements of filtrations with pseudo-honest times (Q2511557) (← links)
- A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
- BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
- Continuous-time mean-variance portfolios: a comparison (Q2868909) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- ON THE PROFIT AND LOSS DISTRIBUTION OF DYNAMIC HEDGING STRATEGIES (Q3523520) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- An Explicit Formula for Option Pricing in Discrete Incomplete Markets (Q4216115) (← links)
- Some applications of L2-hedging with a non-negative wealth process (Q4541542) (← links)
- Option pricing in incomplete discrete markets (Q4541561) (← links)