Pages that link to "Item:Q1381310"
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The following pages link to Mean-variance hedging for continuous processes: New proofs and examples (Q1381310):
Displaying 42 items.
- Mean-variance hedging with oil futures (Q377447) (← 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)
- On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
- On transformations of actuarial valuation principles. (Q1413264) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← 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)
- Conservative delta hedging. (Q1884835) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← 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)
- Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
- A system of non-local parabolic PDE and application to option pricing (Q2821911) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- Forward indifference valuation of American options (Q3145087) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
- On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
- Mean-variance hedging in continuous-time with stochastic interest rate (Q4700347) (← links)
- Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955) (← links)
- Power Utility Maximization Problems Under Partial Information and Information Sufficiency in a Brownian Setting (Q5256270) (← links)
- MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
- On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← 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)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)