Pages that link to "Item:Q1186302"

The following pages link to Mean-variance hedging for general claims (Q1186302):

Displayed 18 items.

• The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871) ‎ (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) ‎ (← links)
• Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) ‎ (← links)
• Making the best of best-of (Q1025611) ‎ (← links)
• Optimal spreading when spreading is optimal (Q1274857) ‎ (← links)
• Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) ‎ (← 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)
• Conservative delta hedging. (Q1884835) ‎ (← links)
• Approximation pricing and the variance-optimal martingale measure (Q1922074) ‎ (← links)
• Conditional dominance criteria: Definition and application to risk-management (Q1974031) ‎ (← links)
• Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) ‎ (← links)
• Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) ‎ (← links)
• ON THE PROFIT AND LOSS DISTRIBUTION OF DYNAMIC HEDGING STRATEGIES (Q3523520) ‎ (← links)
• Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) ‎ (← links)
• Backward Stochastic PDE and Imperfect Hedging (Q4812330) ‎ (← links)
• Insiders' hedging in a jump diffusion model (Q5433099) ‎ (← links)
• Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) ‎ (← links)