Pages that link to "Item:Q2364001"
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The following pages link to Optimal hedging with basis risk under mean-variance criterion (Q2364001):
Displaying 13 items.
- Variance-optimal hedging for target volatility options (Q380555) (← links)
- Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
- Cross hedging with stochastic correlation (Q1761431) (← links)
- Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- An optimal combination of risk-return and naive hedging (Q2517099) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- (Q3474633) (← links)
- (Q4437168) (← links)
- LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
