Pages that link to "Item:Q1812724"
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The following pages link to Residual risks and hedging strategies in Markovian markets (Q1812724):
Displaying 24 items.
- A law of large numbers approach to valuation in life insurance (Q865608) (← links)
- The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871) (← links)
- A dynamic reinsurance theory (Q1199962) (← links)
- Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421) (← links)
- Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- Minimizing banking risk in a Lévy process setting (Q2472045) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
- Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- Mean-Variance Hedging in Large Financial Markets (Q3651643) (← links)
- Hedging Index Options With Few Assets<sup>1</sup> (Q4371998) (← links)
- Error Calculus and Path Sensitivity in Financial Models (Q4409041) (← links)
- Option pricing with hedging at fixed trading dates (Q4541525) (← links)
- An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586) (← links)
- Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
- A revised option pricing formula with the underlying being banned from short selling (Q5139206) (← links)
- Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
- HEDGING WITH ENERGY (Q5455260) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- Mean-Variance Hedging Under Additional Market Information (Q5696874) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
