Pages that link to "Item:Q1897153"

The following pages link to Föllmer-Schweizer decomposition and mean-variance hedging for general claims (Q1897153):

Displaying 32 items.

• BSDEs under partial information and financial applications (Q402719) (← links)
• Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
• Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
• Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
• \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
• Optional decompositions under constraints (Q1365848) (← links)
• Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
• Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• Stability and asymptotic analysis of the Föllmer-Schweizer decomposition on a finite probability space (Q2036670) (← links)
• Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
• Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization (Q2260945) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
• A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
• Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318) (← links)
• On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
• BSDEs, càdlàg martingale problems, and orthogonalization under basis risk (Q2813078) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
• Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II (Q3114550) (← links)
• HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
• Pricing with non-smooth utility function (Q3396066) (← links)
• RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
• Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
• PRICING AND HEDGING IN CARBON EMISSIONS MARKETS (Q3655552) (← links)
• The Föllmer–Schweizer decomposition under incomplete information (Q4584693) (← links)
• Stability results for martingale representations: The general case (Q5240180) (← links)
• Hedging strategies for energy derivatives (Q5247229) (← links)
• SOME REMARKS ON MEAN-VARIANCE HEDGING FOR DISCONTINUOUS ASSET PRICE PROCESSES (Q5462700) (← links)