scientific article; zbMATH DE number 503132
From MaRDI portal
Publication:4279441
zbMath0807.60059MaRDI QIDQ4279441
Jean-Pascal Ansel, Christophe Stricker
Publication date: 7 March 1994
Full work available at URL: http://www.numdam.org/item?id=SPS_1993__27__22_0
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (14)
Stability of utility maximization in nonequivalent markets ⋮ On the risk management of demand deposits: quadratic hedging of interest rate margins ⋮ Unit-linked life insurance policies: optimal hedging in partially observable market models ⋮ The Föllmer–Schweizer decomposition under incomplete information ⋮ BSDEs under partial information and financial applications ⋮ Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives ⋮ Minimal martingale measure: pricing and hedging in a pure jump model under restricted information ⋮ A minimality property of the minimal martingale measure ⋮ Stability of utility-maximization in incomplete markets ⋮ Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization ⋮ Arbitrage and control problems in finance. A presentation ⋮ Special issue: Arbitrage and control problems in finance ⋮ Additional logarithmic utility of an insider ⋮ Diffusion-Based Models for Financial Markets Without Martingale Measures
This page was built for publication:
