Pages that link to "Item:Q2575440"

The following pages link to Diversified portfolios with jumps in a benchmark framework (Q2575440):

Displaying 17 items.

• A benchmark approach to risk-minimization under partial information (Q743152) (← links)
• A structure for general and specific market risk (Q1424643) (← links)
• Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
• Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
• Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
• Local risk-minimization under the benchmark approach (Q2452150) (← links)
• A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
• A benchmark approach to filtering in finance (Q2575441) (← links)
• PRICING OF UNEMPLOYMENT INSURANCE PRODUCTS WITH DOUBLY STOCHASTIC MARKOV CHAINS (Q2909509) (← links)
• Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
• ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE (Q3621563) (← links)
• Pricing of index options under a minimal market model with log-normal scaling (Q4647289) (← links)
• Recovering the real-world density and liquidity premia from option data (Q5001196) (← links)
• LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
• On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325) (← links)
• Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
• Equity portfolios generated by functions of ranked market weights (Q5957681) (← links)