Pages that link to "Item:Q2441393"

The following pages link to Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393):

Displaying 20 items.

• Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
• Mean-variance problems for finite horizon semi-Markov decision processes (Q887160) (← links)
• Optimal investment and reinsurance for insurers with uncertain time-horizon (Q1718017) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
• An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA (Q1980957) (← links)
• Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
• Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
• Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
• The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• A model-point approach to indifference pricing of life insurance portfolios with dependent lives (Q2282726) (← links)
• Information uncertainty related to marked random times and optimal investment (Q2296112) (← links)
• Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
• Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
• Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
• Stochastic linear-quadratic control with a jump and regime switching on a random horizon (Q6074828) (← links)
• Risk-sharing and optimal contracts with large exogenous risks (Q6098176) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
• Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)