Pages that link to "Item:Q5459960"
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The following pages link to A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE (Q5459960):
Displaying 9 items.
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037) (← links)
- A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538) (← links)
- Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
- Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473) (← links)
- Hedging strategies for energy derivatives (Q5247229) (← links)
