Pages that link to "Item:Q2258827"

The following pages link to The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827):

Displaying 3 items.

• Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
• Optimization problem under change of regime of interest rate (Q2816571) (← links)
• Bounds on mean variance hedging in jump diffusion (Q6185522) (← links)