Pages that link to "Item:Q2707137"

The following pages link to Mean-variance hedging for stochastic volatility models (Q2707137):

Displaying 39 items.

• A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
• Variance-optimal hedging for target volatility options (Q380555) (← links)
• Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
• Stochastic regression and its application to hedging in finance (Q1042957) (← links)
• Mean-variance hedging in continuous time (Q1174786) (← links)
• Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← links)
• A generalised stochastic volatility in mean VAR (Q1626966) (← links)
• Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
• Mean-variance hedging for interest rate models with stochastic volatility. (Q1862732) (← links)
• Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← 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)
• On the structure of general mean-variance hedging strategies (Q2373572) (← 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)
• Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
• Mean–variance hedging with random volatility jumps (Q3146471) (← links)
• MEAN-REVERTING STOCHASTIC VOLATILITY (Q3523547) (← links)
• MEAN-VARIANCE HEDGING FOR PARTIALLY OBSERVED DRIFT PROCESSES (Q3523572) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
• CVaR-minimising hedging by a smoothing method (Q4638512) (← links)
• STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
• Option Pricing Under Autoregressive Random Variance Models (Q5018717) (← links)
• Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)
• Structure Conditions under Progressively Added Information (Q5131241) (← links)
• Hedging strategies for energy derivatives (Q5247229) (← links)
• (Q5302792) (← links)
• A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets (Q5312715) (← links)
• MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (Q5386319) (← links)
• OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
• Change of filtrations and mean–variance hedging (Q5433511) (← links)
• A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE (Q5459960) (← links)
• ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
• Some results on quadratic hedging with insider trading (Q5704639) (← links)
• Volatility Risk For Regime-Switching Models (Q5716001) (← links)
• Derivatives pricing via<i>p</i>-optimal martingale measures: some extreme cases (Q5754676) (← links)
• Partial hedging in rough volatility models (Q6585785) (← links)
• Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)