Pages that link to "Item:Q3194565"
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The following pages link to Mean-Variance Hedging Under Multiple Defaults Risk (Q3194565):
Displaying 4 items.
- An enlargement of filtration formula with applications to multiple non-ordered default times (Q1691452) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- Practice-relevant model validation: distributional parameter risk analysis in financial model risk management (Q6148805) (← links)
- An evolutionary game theory approach for analyzing risk-based financing schemes (Q6573324) (← links)
