Pages that link to "Item:Q1809501"
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The following pages link to A utility maximization approach to hedging in incomplete markets (Q1809501):
Displaying 15 items.
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- Remarks on optimal strategies to utility maximizations in continuous time incomplete markets (Q3121489) (← links)
- HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
- Dynamic hedging in incomplete markets using risk measures (Q5065594) (← links)
- Utility maximization under risk constraints and incomplete information for a market with a change point (Q5373913) (← links)
- An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044) (← links)
- (Q5457450) (← links)
- MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE (Q5472774) (← links)
- MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS (Q5692939) (← links)
