Pages that link to "Item:Q894154"

The following pages link to Local risk-minimization under restricted information on asset prices (Q894154):

Displaying 7 items.

• 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)
• Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
• The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
• LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
• Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)