Pages that link to "Item:Q3974816"

The following pages link to Hedging of contingent claims under incomplete information (Q3974816):

Displaying 50 items.

• Conservative delta hedging. (Q1884835) (← links)
• An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
• Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
• Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954) (← links)
• Portfolio selection with jumps under regime switching (Q1958452) (← links)
• A minimality property of the minimal martingale measure (Q1962144) (← links)
• Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
• Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814) (← links)
• Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
• On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
• Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
• Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
• The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
• Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
• In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
• Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
• How does asymmetric information create market incompleteness? (Q2282731) (← links)
• Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
• Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
• Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
• Quanto option pricing in the presence of fat tails and asymmetric dependence (Q2347727) (← links)
• Catastrophe risk bonds with applications to earthquakes (Q2356239) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
• Endogenous current coupons (Q2412391) (← links)
• Convex pricing by a generalized entropy penalty (Q2426607) (← links)
• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
• Portfolios and risk premia for the long run (Q2428051) (← links)
• On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
• Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
• Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
• Exponential stock models driven by tempered stable processes (Q2451785) (← links)
• Local risk-minimization under the benchmark approach (Q2452150) (← links)
• Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
• On convergence to the exponential utility problem (Q2464849) (← links)
• Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
• Quadratic hedging methods for defaultable claims (Q2480782) (← links)
• Explicit solutions of some utility maximization problems in incomplete markets (Q2485800) (← links)
• A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
• Asymptotic option price with bounded expected loss (Q2510032) (← links)
• Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
• Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality (Q2520456) (← links)
• A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
• Claim hedging in an incomplete market (Q2574490) (← links)
• Diversified portfolios with jumps in a benchmark framework (Q2575440) (← links)
• A benchmark approach to filtering in finance (Q2575441) (← links)
• Shot-noise processes and the minimal martingale measure (Q2643045) (← links)