Pages that link to "Item:Q1381310"
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The following pages link to Mean-variance hedging for continuous processes: New proofs and examples (Q1381310):
Displayed 26 items.
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- On transformations of actuarial valuation principles. (Q1413264) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← 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)
- Conservative delta hedging. (Q1884835) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
- On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
- Mean-variance hedging in continuous-time with stochastic interest rate (Q4700347) (← links)
- Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
- OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955) (← links)
- MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
- Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
- Optimal investment strategies with bounded risks, general utilities, and goal achieving (Q5939299) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)