Pages that link to "Item:Q743152"
From MaRDI portal
The following pages link to A benchmark approach to risk-minimization under partial information (Q743152):
Displayed 4 items.
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
- DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION (Q4634639) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)