Pages that link to "Item:Q1887264"

The following pages link to On the use of measure-valued strategies in bond markets (Q1887264):

Displaying 9 items.

• Generalized integrands and bond portfolios: pitfalls and counter examples (Q627245) (← links)
• Optimal portfolio choice in the bond market (Q881421) (← links)
• A characterization of hedging portfolios for interest rate contingent claims. (Q1879909) (← links)
• BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
• A theory of stochastic integration for bond markets (Q2496508) (← links)
• ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (Q3008490) (← links)
• THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (Q3094329) (← links)
• Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
• UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)