Pages that link to "Item:Q3592751"
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The following pages link to The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751):
Displayed 6 items.
- A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information (Q1042987) (← links)
- Market delay and \(G\)-expectations (Q2289806) (← links)
- A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
- MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- Short Communication: A Note on Utility Indifference Pricing with Delayed Information (Q4988553) (← links)