Pages that link to "Item:Q3521286"
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The following pages link to MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286):
Displaying 16 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Mean-variance hedging with oil futures (Q377447) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
- Cross hedging with stochastic correlation (Q1761431) (← links)
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
- PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3100749) (← links)
- HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
- Optimal hedging using cointegration (Q4719406) (← links)
