Pages that link to "Item:Q1027354"
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The following pages link to Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354):
Displaying 5 items.
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Mixed-integer programming approaches for index tracking and enhanced indexation (Q2378489) (← links)
- Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
