Pages that link to "Item:Q3974816"
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The following pages link to Hedging of contingent claims under incomplete information (Q3974816):
Displaying 50 items.
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Asymptotic arbitrage and large deviations (Q941014) (← links)
- What does the market price of risk tell us in the single factor interest rate model? (Q955853) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
- Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
- Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- Martingale densities for general asset prices (Q1199742) (← links)
- A dynamic reinsurance theory (Q1199962) (← links)
- A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time (Q1209479) (← links)
- A stochastic interest model with an application to insurance (Q1209485) (← links)
- On some filtering problems arising in mathematical finance (Q1265916) (← links)
- Weighted norm inequalities and hedging in incomplete markets (Q1267815) (← links)
- Value preserving portfolio strategies and the minimal martingale measure (Q1298740) (← links)
- Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421) (← links)
- Smallest \(g\)-supersolution with constraint (Q1589807) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
- Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
- Using managerial revenue and cost estimates to value early stage real option investments (Q1698282) (← links)
- Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
- A note on the hedging of options by Malliavin calculus in a jump-diffusion market (Q1734184) (← links)
- Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
- Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate (Q1782016) (← links)
- Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
- Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
- Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Real options with constant relative risk aversion (Q1853198) (← links)
- Minimal martingale measures for discrete-time incomplete financial markets (Q1862954) (← links)
- Utility based optimal hedging in incomplete markets. (Q1872394) (← links)
- A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market. (Q1879481) (← links)
