Pages that link to "Item:Q3650927"

The following pages link to LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927):

Displaying 21 items.

• Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
• BSDEs under partial information and financial applications (Q402719) (← links)
• Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
• Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
• A benchmark approach to risk-minimization under partial information (Q743152) (← links)
• A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
• Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
• Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
• Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
• Quadratic hedging methods for defaultable claims (Q2480782) (← links)
• Information on jump sizes and hedging (Q2811114) (← links)
• An optimal portfolio problem in a defaultable market (Q3059692) (← links)
• Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
• LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
• LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
• Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
• Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
• Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)