Pages that link to "Item:Q2255960"
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The following pages link to Optimal robust mean-variance hedging in incomplete financial markets (Q2255960):
Displaying 9 items.
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Perfect hedging in rough Heston models (Q1634189) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Optimal mean-variance robust hedging under asset price model misspecification (Q2726707) (← links)
- Robust mean-variance hedging and pricing of contingent claims in a one period model (Q2892982) (← links)
- (Q3102962) (← links)
- (Q4437168) (← links)
- Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market (Q5704164) (← links)