The following pages link to (Q4848523):
Displaying 9 items.
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- Backward stochastic differential equation on hedging American contingent claims (Q629606) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
- Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets (Q3006711) (← links)
- Pricing and hedging with globally and instantaneously vanishing risk (Q3519374) (← links)
- (Q3542639) (← links)
- Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994) (← links)