Pages that link to "Item:Q2875261"

The following pages link to Variance optimal hedging for continuous time additive processes and applications (Q2875261):

Displaying 9 items.

• Pricing and hedging Asian-style options on energy (Q889623) (← links)
• Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
• The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
• BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
• A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES (Q2847237) (← links)
• A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← links)
• On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
• Non-parametric Pricing and Hedging of Exotic Derivatives (Q4994678) (← links)
• Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)