Pages that link to "Item:Q2801795"
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The following pages link to Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795):
Displaying 8 items.
- On the shortfall risk control: a refinement of the quantile hedging method (Q254506) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- Evaluating the hedging error in price processes with jumps present (Q896579) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- A comparison of two quadratic approaches to hedging in incomplete markets (Q2770981) (← links)
- (Q3072880) (← links)
- Quantification of risk in classical models of finance (Q5068069) (← links)