Pages that link to "Item:Q2565224"
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The following pages link to Attainable claims with \(p\)'th moments (Q2565224):
Displaying 9 items.
- Mean-variance hedging with oil futures (Q377447) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- On transformations of actuarial valuation principles. (Q1413264) (← links)
- Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- Nash equilibria for relative investors via no-arbitrage arguments (Q2699026) (← links)
- MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
- Representation for martingales living after a random time with applications (Q6134135) (← links)