Pages that link to "Item:Q2568328"
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The following pages link to Minimization of shortfall risk in a jump-diffusion model (Q2568328):
Displaying 5 items.
- The efficient hedging problem for American options (Q483722) (← links)
- Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)
