Pages that link to "Item:Q1174786"

The following pages link to Mean-variance hedging in continuous time (Q1174786):

Displaying 50 items.

• Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield (Q322504) (← links)
• Mean-variance portfolio selection with margin requirements (Q355783) (← links)
• Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951) (← links)
• Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
• A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
• Continuous-time mean-variance portfolio optimization in a jump-diffusion market (Q538272) (← links)
• Mixed hedging under additive market price information (Q611079) (← links)
• Quantile hedging for guaranteed minimum death benefits (Q659169) (← links)
• Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
• A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
• Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
• Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
• Portfolio optimization in a semi-Markov modulated market (Q843965) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
• Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
• A law of large numbers approach to valuation in life insurance (Q865608) (← links)
• The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871) (← links)
• Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
• Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
• Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
• An analytical characterization for an optimal change of Gaussian measures (Q955485) (← links)
• \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
• Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
• On \(q\)-optimal martingale measures in exponential Lévy models (Q1003349) (← links)
• Optimal spreading when spreading is optimal (Q1274857) (← links)
• On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
• Hedging in incomplete markets with HARA utility (Q1391763) (← links)
• Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
• Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
• Continuous-time Markowitz's model with constraints on wealth and portfolio (Q1709945) (← links)
• Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
• Real options with constant relative risk aversion (Q1853198) (← links)
• Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• Portfolio selection with jumps under regime switching (Q1958452) (← links)
• Conditional dominance criteria: Definition and application to risk-management (Q1974031) (← links)
• A class of optimal portfolio liquidation problems with a linear decreasing impact (Q1992659) (← links)
• Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
• Linear quadratic mean-field-game of backward stochastic differential systems (Q2001547) (← links)
• Mean-variance hedging in the presence of estimation risk (Q2059297) (← links)
• On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
• Optimal bitcoin trading with inverse futures (Q2241555) (← links)
• Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
• Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)