Pages that link to "Item:Q3148779"
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The following pages link to Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779):
Displayed 5 items.
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas (Q3114575) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS (Q3502795) (← links)