Pages that link to "Item:Q3523572"
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The following pages link to MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (Q3523572):
Displayed 9 items.
- Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- Martingale measures in the market with restricted information (Q868406) (← links)
- \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Power utility maximization under partial information: some convergence results (Q2638359) (← links)
- Utility-Based Valuation and Hedging of Basis Risk With Partial Information (Q3063879) (← links)
- Risk-minimizing hedging strategies with restricted information and cost (Q3103158) (← links)
- A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)