Pages that link to "Item:Q2770981"

The following pages link to A comparison of two quadratic approaches to hedging in incomplete markets (Q2770981):

Displaying 50 items.

• A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
• Dynamic conic hedging for competitiveness (Q317543) (← links)
• On mean-variance hedging of bond options with stochastic risk premium factor (Q481005) (← links)
• Pricing a nontradeable asset and its derivatives. (Q703158) (← links)
• Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
• Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
• Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
• On changes of measure in stochastic volatility models (Q937484) (← links)
• \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814) (← links)
• Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
• Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
• The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
• Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
• Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
• Local risk-minimization under the benchmark approach (Q2452150) (← links)
• Quadratic hedging methods for defaultable claims (Q2480782) (← links)
• A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
• Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
• Asymptotic option price with bounded expected loss (Q2510032) (← links)
• A fair pricing approach to weather derivatives (Q2575439) (← links)
• Numerical comparison of local risk-minimisation and mean-variance hedging (Q2771115) (← links)
• A guided tour through quadratic hedging approaches (Q2771116) (← links)
• A structural risk-neutral model for pricing and hedging power derivatives (Q2847237) (← links)
• Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
• American Option Valuation with Particle Filters (Q2917425) (← links)
• Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473) (← links)
• Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
• CROSS HEDGING WITHIN A LOG MEAN REVERTING MODEL (Q3502985) (← links)
• MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
• Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
• LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927) (← links)
• Dilution, anti-dilution and corporate positions in options on the company's own stocks (Q4647286) (← links)
• On the martingale property of stochastic exponentials (Q4667990) (← links)
• STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
• Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
• Option Pricing Under Autoregressive Random Variance Models (Q5018717) (← links)
• LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
• Structure Conditions under Progressively Added Information (Q5131241) (← links)
• A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
• HEDGING EUROPEAN DERIVATIVES WITH THE POLYNOMIAL VARIANCE SWAP UNDER UNCERTAIN VOLATILITY ENVIRONMENTS (Q5198954) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
• Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
• OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
• Insiders' hedging in a jump diffusion model (Q5433099) (← links)
• ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
• Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market (Q5704164) (← links)