Pages that link to "Item:Q1297911"
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The following pages link to Dynamic programming and mean-variance hedging (Q1297911):
Displayed 19 items.
- 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)
- 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)
- Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
- The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← 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)
- Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
- A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
- MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
- Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)
- Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
- Optimal investment strategies with bounded risks, general utilities, and goal achieving (Q5939299) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)