Pages that link to "Item:Q3426316"
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The following pages link to Risk minimizing hedging for a partially observed high frequency data model (Q3426316):
Displayed 6 items.
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- A partially observed ultra-high-frequency data model: risk-minimizing hedging (Q2462626) (← links)
- Risk-minimizing hedging strategies with restricted information and cost (Q3103158) (← links)
- Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)
- PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH (Q5324400) (← links)