Pages that link to "Item:Q1915163"

The following pages link to The variance-optimal martingale measure for continuous processes (Q1915163):

Displaying 50 items.

• Mean-variance hedging with oil futures (Q377447) (← links)
• Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
• Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
• Mixed hedging under additive market price information (Q611079) (← links)
• Indifference valuation in incomplete binomial models (Q613732) (← links)
• Comparison of option prices in semimartingale models (Q854274) (← links)
• The mean-variance investment problem in a constrained financial market (Q859607) (← links)
• Martingale measures in the market with restricted information (Q868406) (← links)
• \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
• Wavelet solution of variable order pseudodifferential equations (Q987714) (← links)
• \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
• On \(L^2\)-projections on a space of stochastic integrals (Q1381569) (← links)
• On transformations of actuarial valuation principles. (Q1413264) (← links)
• Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
• Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
• Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
• Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
• Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
• Cone-constrained continuous-time Markowitz problems (Q1948703) (← links)
• Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
• On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
• Explicit description of all deflators for market models under random horizon with applications to NFLVR (Q2157327) (← 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)
• Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
• Option pricing for time-change exponential Lévy model under MEMM (Q2480093) (← links)
• Quadratic hedging methods for defaultable claims (Q2480782) (← links)
• A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
• Asymptotic option price with bounded expected loss (Q2510032) (← links)
• Some properties of the variance-optimal martingale measure for discontinuous semimartingales (Q2566718) (← links)
• A semimartingale Bellman equation and the variance-optimal martingale measure (Q2709768) (← links)
• Mean variance hedging in a general jump market (Q2786037) (← links)
• Equilibrium pricing in incomplete markets under translation invariant preferences (Q2800369) (← links)
• A class of stochastic volatility models and the<i>q</i>-optimal martingale measure (Q2873538) (← links)
• Management of catastrophic risks considering the existence of early warning systems (Q3077726) (← links)
• THE MINIMAL κ-ENTROPY MARTINGALE MEASURE (Q3166715) (← links)
• MODELING OF FINANCIAL MARKETS WITH INSIDE INFORMATION IN CONTINUOUS TIME (Q3173998) (← links)
• Absolutely continuous optimal martingale measures (Q3365772) (← links)
• Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
• Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
• RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
• MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (Q3523572) (← links)
• The Minimal Entropy and the Convergence of the<i>p</i>-Optimal Martingale Measures in a General Jump Model (Q3535728) (← links)
• Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces (Q3551497) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
• Mean-Variance Hedging in Large Financial Markets (Q3651643) (← links)