Pages that link to "Item:Q3349710"
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The following pages link to A generalized clark representation formula, with application to optimal portfolios (Q3349710):
Displaying 34 items.
- A mean-field stochastic maximum principle via Malliavin calculus (Q3145081) (← links)
- Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779) (← links)
- REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
- Utility Maximization Under Bounded Expected Loss (Q3396371) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS (Q3498240) (← links)
- RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS (Q3502795) (← links)
- MALLIAVIN CALCULUS FOR THE ESTIMATION OF TIME-VARYING REGRESSION MODELS USED IN FINANCIAL APPLICATIONS (Q3502978) (← links)
- A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (Q3523591) (← links)
- OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (Q3523599) (← links)
- State-Dependent Utility (Q3621147) (← links)
- Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934) (← links)
- Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038) (← links)
- Hedging lookback and partial lookback options using Malliavin calculus (Q4541589) (← links)
- Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- An extension of the Clark–Ocone formula under benchmark measure for Lévy processes (Q4648586) (← links)
- Optimal Investment in the Development of Oil and Gas Field (Q4965124) (← links)
- Dynamic mean–variance portfolio selection in market with jump-diffusion models (Q4981879) (← links)
- On the sensitivity analysis of energy quanto options (Q5046315) (← links)
- A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
- An extension of the Clark–Haussmann formula and applications (Q5087031) (← links)
- THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
- An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
- Stochastic differential equations—some new ideas (Q5433512) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS (Q5488976) (← links)
- CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS (Q5700131) (← links)
- Martingale representation theorem for G-Brownian motion (Q5742382) (← links)
- Optimal portfolio policies under bounded expected loss and partial information (Q5962146) (← links)
- On the stochastic integral representation of Brownian functionals (Q6111386) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
- A Girsanov transformed Clark-Ocone-Haussmann type formula for \(L^1\)-pure jump additive processes and its application to portfolio optimization (Q6630706) (← links)
