Pages that link to "Item:Q3565098"

The following pages link to Mean Variance Hedging in a General Jump Model (Q3565098):

Displaying 9 items.

• Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
• The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
• MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037) (← links)
• THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (Q3094329) (← links)
• Mean-Variance Hedging Under Multiple Defaults Risk (Q3194565) (← links)
• The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)