Pages that link to "Item:Q4954388"
From MaRDI portal
The following pages link to On the Mean-Variance Hedging Problem (Q4954388):
Displayed 5 items.
- Quantile hedging for guaranteed minimum death benefits (Q659169) (← links)
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- Hedging derivatives on two assets with model risk (Q2180276) (← links)
- Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)