Pages that link to "Item:Q743152"
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The following pages link to A benchmark approach to risk-minimization under partial information (Q743152):
Displaying 9 items.
- Local risk-minimization under restricted information on asset prices (Q894154) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Local risk-minimization under the benchmark approach (Q2452150) (← links)
- The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
- DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION (Q4634639) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- BENCHMARKED RISK MINIMIZATION (Q5739193) (← links)
- Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)