Pages that link to "Item:Q1809502"
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The following pages link to Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times (Q1809502):
Displayed 13 items.
- Martingale measures in the market with restricted information (Q868406) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
- A partially observed ultra-high-frequency data model: risk-minimizing hedging (Q2462626) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- Risk minimizing hedging for a partially observed high frequency data model (Q3426316) (← links)
- A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA (Q3523569) (← links)
- MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (Q3523572) (← links)
- A FILTERING APPROACH TO PRICING IN MULTIFACTOR TERM STRUCTURE MODELS (Q3523574) (← links)
- PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400) (← links)
- A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH (Q5483505) (← links)
