Pages that link to "Item:Q4294734"
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The following pages link to On Quadratic Cost Criteria for Option Hedging (Q4294734):
Displaying 43 items.
- Mixed hedging under additive market price information (Q611079) (← links)
- An introduction to statistical finance (Q699524) (← links)
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Elements for a theory of financial risks (Q1577075) (← links)
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- On the risk management of demand deposits: quadratic hedging of interest rate margins (Q2151679) (← links)
- Hedging derivatives on two assets with model risk (Q2180276) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- Mean-variance hedging under transaction costs (Q2460042) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- A class of quadratic options for exchange rate stabilization (Q2654411) (← links)
- Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047) (← links)
- DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067) (← links)
- A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
- RISKY OPTIONS SIMPLIFIED (Q3523514) (← links)
- OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
- THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS (Q3523578) (← links)
- HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
- Mean-Variance Hedging with Uncertain Trade Execution (Q3652692) (← links)
- An Explicit Formula for Option Pricing in Discrete Incomplete Markets (Q4216115) (← links)
- Utility based pricing of contingent claims in incomplete markets (Q4483612) (← links)
- Option pricing with hedging at fixed trading dates (Q4541525) (← links)
- On hedging in finite security markets (Q4541574) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS (Q4571703) (← links)
- Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
- Finite arbitrage times and the volatility smile? (Q5947893) (← links)
- Rainbow options with MS-VAR process (Q6541616) (← links)
- Stochastic DDM with regime-switching process (Q6559154) (← links)