The following pages link to (Q4279441):
Displaying 14 items.
- Stability of utility maximization in nonequivalent markets (Q287676) (← 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)
- Additional logarithmic utility of an insider (Q1805770) (← links)
- A minimality property of the minimal martingale measure (Q1962144) (← links)
- On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- Diffusion-Based Models for Financial Markets Without Martingale Measures (Q2841948) (← links)
- The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)
