Pages that link to "Item:Q1381569"
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The following pages link to On \(L^2\)-projections on a space of stochastic integrals (Q1381569):
Displayed 22 items.
- Mean-variance hedging with oil futures (Q377447) (← links)
- Mixed hedging under additive market price information (Q611079) (← links)
- \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
- On transformations of actuarial valuation principles. (Q1413264) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037) (← links)
- Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
- MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (Q3523572) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
- $\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE (Q3621564) (← links)
- Mean-Variance Hedging in Large Financial Markets (Q3651643) (← links)
- Mean-variance hedging in continuous-time with stochastic interest rate (Q4700347) (← links)
- Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
- The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832) (← links)
- OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)
- SOME REMARKS ON MEAN-VARIANCE HEDGING FOR DISCONTINUOUS ASSET PRICE PROCESSES (Q5462700) (← links)
- Mean-Variance Hedging Under Additional Market Information (Q5696874) (← links)