Pages that link to "Item:Q4798680"

The following pages link to Diversified Portfolios in Continuous Time * (Q4798680):

Displaying 13 items.

• A law of large numbers approach to valuation in life insurance (Q865608) (← links)
• Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
• Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
• Super-replication and utility maximization in large financial markets (Q2575816) (← links)
• Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
• Hedging Large Portfolios of Options in Discrete Time* (Q3523655) (← links)
• Mean-Variance Hedging in Large Financial Markets (Q3651643) (← links)
• Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market (Q4610218) (← links)
• UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
• A note on completeness in large financial markets (Q4827315) (← links)
• DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS (Q5464333) (← links)
• A General Benchmark Model for Stochastic Jump Sizes (Q5697673) (← links)
• In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)