Pages that link to "Item:Q2770981"
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The following pages link to A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets (Q2770981):
Displayed 18 items.
- Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- A fair pricing approach to weather derivatives (Q2575439) (← links)
- CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL (Q3502985) (← links)
- MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
- On the martingale property of stochastic exponentials (Q4667990) (← links)
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
- Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
- A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
- OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
- Insiders' hedging in a jump diffusion model (Q5433099) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
- Volatility Risk For Regime-Switching Models (Q5716001) (← links)