Pages that link to "Item:Q5247228"
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The following pages link to Making mean-variance hedging implementable in a partially observable market (Q5247228):
Displaying 6 items.
- Equilibrium and precommitment mean-variance portfolio selection problem with partially observed price index and multiple assets (Q2176383) (← links)
- Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056) (← links)
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
- ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS (Q5357516) (← links)
