Pages that link to "Item:Q2741111"
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The following pages link to Quantile hedging for a jump-diffusion financial market model (Q2741111):
Displaying 16 items.
- On the shortfall risk control: a refinement of the quantile hedging method (Q254506) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Quantile hedging (Q1966379) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Quantile hedging in models with dividends and application to equity-linked life insurance contracts (Q2175459) (← links)
- Quantile hedging for equity-linked contracts (Q2276232) (← links)
- A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors (Q2461017) (← links)
- Minimization of shortfall risk in a jump-diffusion model (Q2568328) (← links)
- Convergence of the maximum probability of success in the problem of quantile hedging for a model of an asset price process with long-range dependence (Q2849241) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- Dynamic Hedging Under Jump Diffusion with Transaction Costs (Q3100366) (← links)
- Partial hedging and cash requirements in discrete time (Q5001180) (← links)
- Minimum variance hedging in a model with jumps at Poisson random times (Q5391387) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
