The following pages link to Quantile hedging (Q1966379):
Displaying 50 items.
- Conservative delta hedging. (Q1884835) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- Subjective risk measures: Bayesian predictive scenarios analysis (Q1962825) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- On modifications of the Bachelier model (Q2045094) (← links)
- Optimal control of diffusion processes with terminal constraint in law (Q2082225) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Quantile hedging in models with dividends and application to equity-linked life insurance contracts (Q2175459) (← links)
- On dynamic programming principle for stochastic control under expectation constraints (Q2188945) (← links)
- Quenched mass transport of particles toward a target (Q2194119) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- Quantile hedging for equity-linked contracts (Q2276232) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- BSDEs with weak terminal condition (Q2338910) (← links)
- A dynamic programming approach to constrained portfolios (Q2355875) (← links)
- Hedging of options with the help of conditional expected loss criterion (Q2377522) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
- Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- Asymptotic pricing in large financial markets (Q2466791) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
- A risk-sensitive control dual approach to a large deviations control problem (Q2503513) (← links)
- An optimal multi-step quadratic risk-adjusted hedging strategy (Q2511814) (← links)
- Quantile hedging on equity-linked life insurance contracts with transaction costs (Q2513623) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- Economic neutral position: how to best replicate not fully replicable liabilities? (Q2656988) (← links)
- CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651) (← links)
- Portfolio selection in quantile decision models (Q2672919) (← links)
- Quantile hedging for a jump-diffusion financial market model (Q2741111) (← links)
- CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694) (← links)
- A backward dual representation for the quantile hedging of Bermudan options (Q2808185) (← links)
- Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence (Q2849241) (← links)
- On optimal super-hedging and sub-hedging strategies (Q2862515) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- A stochastic target approach for P\&L matching problems (Q2925345) (← links)
- Dynamic complex hedging in additive markets (Q2994843) (← links)
- Quantile hedging for an insider (Q3003680) (← links)
- Maximizing the Probability of a Perfect Hedge in the Case of Stochastic Interest Rate (Q3104339) (← links)
- Quantile hedging for basket derivatives (Q3113660) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
