Pages that link to "Item:Q2514833"
From MaRDI portal
The following pages link to Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833):
Displaying 15 items.
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Implications for hedging of the choice of driving process for one-factor Markov-functional models (Q2853380) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK (Q4562946) (← links)
- Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities (Q4652577) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
- Equal risk pricing and hedging of financial derivatives with convex risk measures (Q5068070) (← links)
- (Q5381137) (← links)
