The following pages link to (Q3158925):
Displaying 8 items.
- Approximating random variables by stochastic integrals (Q1345608) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- The least squares estimator of random variables under sublinear expectations (Q2408605) (← links)
- (Q3538895) (← links)
- A Technique of Finding the Variance of a Stochastic Integral Equation (Q4311621) (← links)
- A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← links)
- Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints (Q4906508) (← links)