Pages that link to "Item:Q3006711"
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The following pages link to Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets (Q3006711):
Displaying 12 items.
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- Hedging diffusion processes by local risk minimization with applications to index tracking (Q1027354) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- Local risk-minimization under the benchmark approach (Q2452150) (← links)
- Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
- Local risk-minimization under transaction costs (Q2757552) (← links)
- A comparison of two quadratic approaches to hedging in incomplete markets (Q2770981) (← links)
- Numerical comparison of local risk-minimisation and mean-variance hedging (Q2771115) (← links)
- A guided tour through quadratic hedging approaches (Q2771116) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
