Pages that link to "Item:Q3481019"
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The following pages link to Risk-minimality and orthogonality of martingales (Q3481019):
Displayed 9 items.
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- Finsler gauge transformations and general relativity (Q1200618) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Locally Risk-minimizing Hedging of Insurance Payment Streams (Q3632829) (← links)
- Locally risk-minimizing strategies in discrete time incomplete financial markets (Q5955928) (← links)