Pages that link to "Item:Q2575440"
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The following pages link to Diversified portfolios with jumps in a benchmark framework (Q2575440):
Displaying 21 items.
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- Intraday empirical analysis and modeling of diversified world stock indices (Q853868) (← links)
- A structure for general and specific market risk (Q1424643) (← links)
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices (Q2324080) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Polynomial diffusion models for life insurance liabilities (Q2374102) (← links)
- Local risk-minimization under the benchmark approach (Q2452150) (← links)
- A benchmark approach to portfolio optimization under partial information (Q2471734) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- Pricing of unemployment insurance products with doubly stochastic Markov chains (Q2909509) (← links)
- Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
- ANALYTIC PRICING OF CONTINGENT CLAIMS UNDER THE REAL-WORLD MEASURE (Q3621563) (← links)
- When do jumps matter for portfolio optimization? (Q4554219) (← links)
- Pricing of index options under a minimal market model with log-normal scaling (Q4647289) (← links)
- Recovering the real-world density and liquidity premia from option data (Q5001196) (← links)
- LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
- A tractable model for indices approximating the growth optimal portfolio (Q5404067) (← links)
- A BENCHMARK APPROACH TO FINANCE (Q5472781) (← links)
- On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (Q5489325) (← links)
- Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets (Q5746529) (← links)
- Equity portfolios generated by functions of ranked market weights (Q5957681) (← links)
