Pages that link to "Item:Q981002"

The following pages link to The Föllmer-Schweizer decomposition: comparison and description (Q981002):

Displaying 17 items.

• Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
• Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
• Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
• Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
• Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
• Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
• Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
• Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
• On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
• The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
• Structure Conditions under Progressively Added Information (Q5131241) (← links)
• Hedging strategies for energy derivatives (Q5247229) (← links)
• Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
• On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)