Pages that link to "Item:Q1922074"
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The following pages link to Approximation pricing and the variance-optimal martingale measure (Q1922074):
Displayed 33 items.
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- \(q\)-optimal martingale measures for discrete time models (Q842819) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Convex bounds on multiplicative processes, with applications to pricing in incomplete markets (Q939332) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- An analytical characterization for an optimal change of Gaussian measures (Q955485) (← 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)
- The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
- ON THE PROFIT AND LOSS DISTRIBUTION OF DYNAMIC HEDGING STRATEGIES (Q3523520) (← links)
- THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS (Q3523578) (← links)
- The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
- The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← 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)
- Maxentropic construction of risk neutral measures: discrete market models (Q4784302) (← links)
- Fundamental Theorems of Asset Pricing for Good Deal Bounds (Q4827308) (← links)
- MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
- From actuarial to financial valuation principles (Q5938026) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)