Pages that link to "Item:Q1812496"
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The following pages link to Mean-variance hedging for discontinuous semimartingales. (Q1812496):
Displaying 4 items.
- Mean-variance hedging for continuous processes: New proofs and examples (Q1381310) (← links)
- An extension of mean-variance hedging to the discontinuous case (Q1776030) (← links)
- Some properties of the variance-optimal martingale measure for discontinuous semimartingales (Q2566718) (← links)
- Mean variance hedging in a general jump market (Q2786037) (← links)