The following pages link to (Q3974816):
Displaying 50 items.
- Tempered stable distributions and processes (Q61368) (← links)
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Informed traders' hedging with news arrivals (Q282886) (← links)
- Separation results for multi-product inventory hedging problems (Q286002) (← links)
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- An empirical comparison of two stochastic volatility models using Indian market data (Q370874) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Mean-variance hedging with oil futures (Q377447) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Variance-optimal hedging for target volatility options (Q380555) (← 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)
- A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Statistical causality and orthogonality of local martingales (Q449392) (← links)
- Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
- Mixed hedging under additive market price information (Q611079) (← links)
- Indifference valuation in incomplete binomial models (Q613732) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← 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)
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Martingale measures in the market with restricted information (Q868406) (← links)
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
