Pages that link to "Item:Q3427516"

The following pages link to Mean-Variance Hedging When There Are Jumps (Q3427516):

Displaying 38 items.

• Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
• Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
• Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
• A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
• An optimal investment strategy for a stream of liabilities generated by a step process in a financial market driven by a Lévy process (Q661250) (← links)
• Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
• Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
• Optimal mean-variance reinsurance in a financial market with stochastic rate of return (Q1983739) (← links)
• Mutual fund theorem for continuous time markets with random coefficients (Q2015032) (← links)
• Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
• Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
• Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961) (← links)
• Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
• The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
• Pricing and hedging of variable annuities with state-dependent fees (Q2513614) (← links)
• Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
• A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756) (← links)
• Stochastic mortality under measure changes (Q3103210) (← 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)
• A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← links)
• Optimal Hedging in Incomplete Markets (Q4994350) (← links)
• Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps (Q5095518) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• Mean-Variance Asset Liability Management with State-Dependent Risk Aversion (Q5379208) (← links)
• Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
• Insiders' hedging in a jump diffusion model (Q5433099) (← links)
• Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
• Stochastic linear-quadratic control with a jump and regime switching on a random horizon (Q6074828) (← links)
• Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon (Q6076813) (← links)
• Bounds on mean variance hedging in jump diffusion (Q6185522) (← links)
• Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)