Pages that link to "Item:Q1574540"

The following pages link to On quadratic hedging in continuous time (Q1574540):

Displaying 50 items.

• Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
• Mixed hedging under additive market price information (Q611079) (← links)
• Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
• Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
• Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
• Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
• Martingale measures in the market with restricted information (Q868406) (← links)
• Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
• A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market (Q931211) (← links)
• Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (Q1023678) (← links)
• Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354) (← links)
• Continuous time portfolio theory and the Schwartz/Sobolev theory of distributions (Q1102161) (← links)
• Weighted norm inequalities and hedging in incomplete markets (Q1267815) (← links)
• Quadratic hedging for asset derivatives with discrete stochastic dividends. (Q1413392) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Cross hedging with stochastic correlation (Q1761431) (← links)
• Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
• Simplified mean-variance portfolio optimisation (Q1938980) (← links)
• Self-dual continuous processes (Q1947605) (← links)
• A profitable modification to global quadratic hedging (Q2002668) (← links)
• Mean-variance hedging in the presence of estimation risk (Q2059297) (← links)
• A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
• Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
• The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• Quadratic hedging methods for defaultable claims (Q2480782) (← links)
• Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
• A comparison of two quadratic approaches to hedging in incomplete markets (Q2770981) (← links)
• Numerical comparison of local risk-minimisation and mean-variance hedging (Q2771115) (← links)
• A guided tour through quadratic hedging approaches (Q2771116) (← links)
• Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795) (← links)
• A structural risk-neutral model for pricing and hedging power derivatives (Q2847237) (← links)
• Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
• Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets (Q3006711) (← links)
• Mean-Variance Hedging Under Multiple Defaults Risk (Q3194565) (← links)
• RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS (Q3502795) (← links)
• Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
• $\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE (Q3621564) (← links)
• HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
• Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
• On Quadratic Cost Criteria for Option Hedging (Q4294734) (← links)
• Approximate indifference pricing in exponential Lévy models (Q4585675) (← links)
• Quadratic Hedging with Mixed State and Control Constraints (Q4625794) (← links)
• Minimal martingale measures for jump diffusion processes (Q4819453) (← links)
• Optimal Hedging in Incomplete Markets (Q4994350) (← links)
• Hedging strategies for energy derivatives (Q5247229) (← links)
• On the performance of delta hedging strategies in exponential Lévy models (Q5397451) (← links)
• Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
• A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE (Q5459960) (← links)
• Some results on quadratic hedging with insider trading (Q5704639) (← links)