Pages that link to "Item:Q3063879"
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The following pages link to Utility-Based Valuation and Hedging of Basis Risk With Partial Information (Q3063879):
Displaying 5 items.
- Optimal investment with inside information and parameter uncertainty (Q1932530) (← links)
- The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
- Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679) (← links)
- ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
- Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
