Pages that link to "Item:Q2771115"
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The following pages link to Numerical comparison of local risk-minimisation and mean-variance hedging (Q2771115):
Displaying 12 items.
- Group classification of a generalization of the Heath equation (Q279866) (← links)
- Some weak self-adjoint Hamilton-Jacobi-Bellman equations arising in financial mathematics (Q420052) (← links)
- Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- Group classification of a class of equations arising in financial mathematics (Q2637947) (← links)
- A comparison of two quadratic approaches to hedging in incomplete markets (Q2770981) (← links)
- A guided tour through quadratic hedging approaches (Q2771116) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- A variance reduction technique based on integral representations (Q4646798) (← links)
- A Multifactor Polynomial Framework for Long-Term Electricity Forwards with Delivery Period (Q5131416) (← links)
- Some Conservation Laws for a Class of Hamilton-Jacobi-Bellman Equations (Q5258864) (← links)
- On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
