Pages that link to "Item:Q3148779"
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The following pages link to Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779):
Displaying 14 items.
- Weak approximations for Wiener functionals (Q363864) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Some remarks on tangent martingale difference sequences in \(L^{1}\)-spaces (Q2461048) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
- Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas (Q3114575) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS (Q3502795) (← links)
- (Q4441022) (← links)
- On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
- Computation of the Greeks delta and gamma of Asian option: a Malliavin calculus approach (Q6661195) (← links)
