Pages that link to "Item:Q2707189"

The following pages link to Mean-Variance Hedging and Numeraire (Q2707189):

Displaying 50 items.

• A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
• Mean-variance hedging with oil futures (Q377447) (← links)
• Outperforming the market portfolio with a given probability (Q453241) (← links)
• Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
• Mixed hedging under additive market price information (Q611079) (← links)
• Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
• Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
• On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets (Q862209) (← links)
• \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
• On transformations of actuarial valuation principles. (Q1413264) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
• Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
• Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
• Sensitivity of optimal consumption streams (Q2000136) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
• Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
• Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
• Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
• Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
• The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
• Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
• Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
• Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
• Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
• RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
• MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (Q3523572) (← links)
• The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• On Bellman's equations for mean and variance control of a Markov diffusion (Q3585322) (← links)
• The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
• $\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE (Q3621564) (← links)
• Mean-Variance Hedging in Large Financial Markets (Q3651643) (← links)
• Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
• Exponential Hedging and Entropic Penalties (Q4551807) (← links)
• STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
• On the Convergence of the<i>p</i>-Optimal Martingale Measures to the Minimal Entropy Martingale Measure (Q4678744) (← links)
• Mean-variance hedging in continuous-time with stochastic interest rate (Q4700347) (← links)
• L 2 -discrete hedging in a continuous-time model (Q4804521) (← links)
• Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
• UTILITY BASED PRICING AND HEDGING OF JUMP DIFFUSION PROCESSES WITH A VIEW TO APPLICATIONS (Q4902548) (← links)
• The Mean-Variance Hedging in a Bond Market with Jumps (Q4932832) (← links)
• Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
• Optimal Hedging in Incomplete Markets (Q4994350) (← links)
• Equal risk pricing and hedging of financial derivatives with convex risk measures (Q5068070) (← links)