Pages that link to "Item:Q5943941"
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The following pages link to Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941):
Displaying 14 items.
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- The mean-variance investment problem in a constrained financial market (Q859607) (← links)
- The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871) (← links)
- A risk reserve model for hedging in incomplete markets (Q975891) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- Incompleteness of markets driven by a mixed diffusion (Q1584197) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- Claim hedging in an incomplete market (Q2574490) (← links)
- CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036) (← links)
- PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)