Pages that link to "Item:Q894154"
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The following pages link to Local risk-minimization under restricted information on asset prices (Q894154):
Displaying 11 items.
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- A benchmark approach to risk-minimization under partial information (Q743152) (← links)
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
- Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
- Risk Minimization for a Filtering Micromovement Model of Asset Price (Q3565104) (← links)
- The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
- LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
- Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations (Q6601289) (← links)