Pages that link to "Item:Q2258827"
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The following pages link to The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827):
Displaying 4 items.
- Continuous-time mean-variance portfolio selection with random horizon in an incomplete market (Q286277) (← links)
- Optimal martingale measures for defaultable assets (Q436296) (← links)
- Optimization problem under change of regime of interest rate (Q2816571) (← links)
- Bounds on mean variance hedging in jump diffusion (Q6185522) (← links)