Pages that link to "Item:Q1177217"
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The following pages link to Martingale representation and hedging policies (Q1177217):
Displaying 18 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Stochastic integral representations of the extrema of time-homogeneous diffusion processes (Q340115) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Martingale measures and hedging for discrete-time financial markets (Q2757607) (← links)
- Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441) (← links)
- ATTAINABLE CLAIMS IN A MARKOV MARKET (Q3126227) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
- Markov dilation of diffusion type processes and its application to the financial mathematics (Q4261714) (← links)
- (Q4445488) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- SOME NOTES ABOUT THE MARTINGALE REPRESENTATION THEOREM AND THEIR APPLICATIONS (Q4986293) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)
