scientific article
From MaRDI portal
Publication:3126060
zbMATH Open0866.90024MaRDI QIDQ3126060
Publication date: 6 May 1997
Title of this publication is not available (Why is that?)
martingale measurerisk-minimizing hedginghedging of contingent claimscontinuous-time incomplete models of financial markets
Related Items (13)
Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming ⋮ Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies ⋮ STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS ⋮ Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets ⋮ Hedging of contingent claims written on non traded assets under Markov-modulated models ⋮ Claim pricing and hedging under market incompleteness and ``mean-variance preferences ⋮ Hedging of defaultable claims in a structural model using a locally risk-minimizing approach ⋮ Residual risks and hedging strategies in Markovian markets ⋮ Title not available (Why is that?) ⋮ Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3126060)
