Pages that link to "Item:Q1809501"
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The following pages link to A utility maximization approach to hedging in incomplete markets (Q1809501):
Displaying 9 items.
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
- MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
