Pages that link to "Item:Q2566718"
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The following pages link to Some properties of the variance-optimal martingale measure for discontinuous semimartingales (Q2566718):
Displaying 6 items.
- A Wong-Zakai-type theorem for certain discontinuous semimartingales (Q1124207) (← links)
- Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
- The variance-optimal martingale measure for continuous processes (Q1915163) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- $\mathcal{L}^p$-PROJECTIONS OF RANDOM VARIABLES AND ITS APPLICATION TO FINANCE (Q3621564) (← links)