The following pages link to (Q2771116):
Displaying 50 items.
- Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Utility indifference valuation for non-smooth payoffs with an application to power derivatives (Q282083) (← links)
- Informed traders' hedging with news arrivals (Q282886) (← links)
- Separation results for multi-product inventory hedging problems (Q286002) (← links)
- Hedging pure endowments with mortality derivatives (Q344001) (← links)
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- An empirical comparison of two stochastic volatility models using Indian market data (Q370874) (← links)
- Mean-variance hedging with oil futures (Q377447) (← links)
- BSDEs under partial information and financial applications (Q402719) (← links)
- Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
- Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
- Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Mixed hedging under additive market price information (Q611079) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- Shortfall risk minimization versus symmetric (quadratic) hedging (Q816438) (← links)
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging (Q997416) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
- Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- On transformations of actuarial valuation principles. (Q1413264) (← links)
- Quadratic hedging for asset derivatives with discrete stochastic dividends. (Q1413392) (← links)
- Indifference pricing of insurance contracts in a product space model: Applications (Q1413398) (← links)
- White noise analysis for Lévy processes. (Q1425153) (← links)
