Pages that link to "Item:Q4819453"

The following pages link to Minimal martingale measures for jump diffusion processes (Q4819453):

Displaying 11 items.

• Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
• Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
• Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• Shot-noise processes and the minimal martingale measure (Q2643045) (← links)
• Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795) (← links)
• Information on jump sizes and hedging (Q2811114) (← links)
• A SHOT NOISE MODEL FOR FINANCIAL ASSETS (Q3520395) (← links)
• The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832) (← links)