Pages that link to "Item:Q1761431"
From MaRDI portal
The following pages link to Cross hedging with stochastic correlation (Q1761431):
Displaying 5 items.
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
- BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
- Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (Q3302163) (← links)
- Stability and hierarchy of quasi-stationary states: financial markets as an example (Q3302370) (← links)
