Pages that link to "Item:Q442563"
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The following pages link to Local risk-minimization for defaultable claims with recovery process (Q442563):
Displaying 13 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← 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)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Causality between stopped filtrations and some applications (Q1982657) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
- PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
- HEDGING MORTALITY CLAIMS WITH LONGEVITY BONDS (Q5398347) (← links)
