The following pages link to Quantile hedging (Q1966379):
Displaying 49 items.
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- On financial markets based on telegraph processes (Q3498586) (← links)
- On the super-replicating approach when trading a derivative is limited (Q3502189) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- Problems of Mathematical Finance by Stochastic Control Methods (Q3557801) (← links)
- Coherent hedging in incomplete markets (Q3623410) (← links)
- Partial Hedging in Financial Markets with a Large Agent (Q3652701) (← links)
- On Quadratic Cost Criteria for Option Hedging (Q4294734) (← links)
- A PDE approach to risk measures of derivatives (Q4541597) (← links)
- PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858) (← links)
- SHORTFALL RISK MINIMIZATION UNDER FIXED TRANSACTION COSTS (Q4584703) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Hedging European and Barrier options using stochastic optimization (Q4610264) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
- Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
- (Q4791399) (← links)
- Large losses–-probability minimizing approach (Q4829417) (← links)
- Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data (Q4970705) (← links)
- Quantile hedging in a defaultable market with life insurance applications (Q4990512) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Partial hedging and cash requirements in discrete time (Q5001180) (← links)
- CVaR Hedging in Defaultable Jump-Diffusion Markets (Q5014531) (← links)
- Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)
- APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
- Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
- PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER (Q5386315) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
- VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
- PORTFOLIO MANAGEMENT WITH CONSTRAINTS (Q5427659) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- Convex Hedging in Incomplete Markets (Q5440091) (← links)
- OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
- MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (Q5704732) (← links)
- Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model (Q5707909) (← links)
- Hedging Equity-Linked Life Insurance Contracts (Q5718206) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- Generalized Neyman-Pearson lemma via convex duality. (Q5933652) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
- Neural network approximation for superhedging prices (Q6054449) (← links)
- Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space (Q6105325) (← links)
- Partial hedging in rough volatility models (Q6585785) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
