Pages that link to "Item:Q2568328"
From MaRDI portal
The following pages link to Minimization of shortfall risk in a jump-diffusion model (Q2568328):
Displaying 12 items.
- The efficient hedging problem for American options (Q483722) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Explicit solutions for shortfall risk minimization in multinomial models. (Q1862742) (← links)
- Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
- Shortfall risk minimization in a discrete regime switching model (Q2644370) (← links)
- Quantile hedging for a jump-diffusion financial market model (Q2741111) (← links)
- EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS (Q3520341) (← links)
- Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)
- Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
- Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility (Q6633205) (← links)
