Pages that link to "Item:Q3405552"
From MaRDI portal
The following pages link to Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552):
Displaying 10 items.
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- Maximizing expected utility in the arbitrage pricing model (Q2627954) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales (Q4981994) (← links)
