Pages that link to "Item:Q743152"
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The following pages link to A benchmark approach to risk-minimization under partial information (Q743152):
Displaying 5 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)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
