Pages that link to "Item:Q1711096"
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The following pages link to Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096):
Displaying 7 items.
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- Some properties of the variance-optimal martingale measure for discontinuous semimartingales (Q2566718) (← links)
- Mean-variance hedging for stochastic volatility models (Q2707137) (← links)
- A semimartingale Bellman equation and the variance-optimal martingale measure (Q2709768) (← links)
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Time-symmetric optimal stochastic control problems in space-time domains (Q5044099) (← links)