Pages that link to "Item:Q1297911"
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The following pages link to Dynamic programming and mean-variance hedging (Q1297911):
Displaying 50 items.
- On mean-variance hedging of bond options with stochastic risk premium factor (Q481005) (← links)
- Mixed hedging under additive market price information (Q611079) (← links)
- Quantile hedging for guaranteed minimum death benefits (Q659169) (← links)
- Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871) (← links)
- \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- Mean-variance hedging for general claims (Q1186302) (← links)
- Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← links)
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
- Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
- Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)
- Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Mean-variance hedging for stochastic volatility models (Q2707137) (← links)
- Mean-variance hedging and numéraire (Q2707189) (← links)
- Mean variance hedging in a general jump market (Q2786037) (← links)
- Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
- THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS (Q3094329) (← links)
- Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
- The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- On Bellman's equations for mean and variance control of a Markov diffusion (Q3585322) (← links)
- The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
- The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps (Q3633143) (← links)
- Programmation dynamique et évaluation des actifs contingents en marché incomplet. (Dynamic programming and pricing of contingent claims in an incomplete market) (Q3985737) (← links)
- Dynamic programming and mean-variance hedging in discrete time (Q4459178) (← links)
- Exponential Hedging and Entropic Penalties (Q4551807) (← links)
- Pricing European options with stochastic volatility under the minimal entropy martingale measure (Q4594578) (← links)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
- Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- Option Pricing Under Autoregressive Random Variance Models (Q5018717) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
- Structure Conditions under Progressively Added Information (Q5131241) (← links)
- OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955) (← links)
- Making mean-variance hedging implementable in a partially observable market (Q5247228) (← links)
