Pages that link to "Item:Q1267815"
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The following pages link to Weighted norm inequalities and hedging in incomplete markets (Q1267815):
Displayed 24 items.
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646) (← links)
- \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Some properties of the variance-optimal martingale measure for discontinuous semimartingales (Q2566718) (← links)
- Risk-adjusted value allocation for (non-traded) assets with performance ratios (Q3518391) (← links)
- RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
- The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
- Exponential Hedging and Entropic Penalties (Q4551807) (← links)
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
- Mean-variance hedging in continuous-time with stochastic interest rate (Q4700347) (← links)
- Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)
- A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE (Q5459960) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
- Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)
- Some results on quadratic hedging with insider trading (Q5704639) (← links)
- From actuarial to financial valuation principles (Q5938026) (← links)