Pages that link to "Item:Q1186302"

The following pages link to Mean-variance hedging for general claims (Q1186302):

Displaying 50 items.

• Separation results for multi-product inventory hedging problems (Q286002) (← links)
• Pricing of non-redundant derivatives in a complete market (Q375374) (← links)
• Pricing and hedging basis risk under no good deal assumption (Q470724) (← links)
• Hedging electricity swaptions using partial integro-differential equations (Q665443) (← links)
• A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
• The pricing of liabilities in an incomplete market using dynamic mean-variance hedging (Q882871) (← links)
• Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
• Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
• A risk reserve model for hedging in incomplete markets (Q975891) (← links)
• \(L^{2}\)-approximating pricing under restricted information (Q985719) (← links)
• Making the best of best-of (Q1025611) (← links)
• Optimal spreading when spreading is optimal (Q1274857) (← links)
• Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← links)
• Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
• Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
• Conditional dominance criteria: Definition and application to risk-management (Q1974031) (← links)
• Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
• Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
• Mean-variance hedging in the presence of estimation risk (Q2059297) (← 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)
• The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims (Q2258827) (← links)
• Quadratic minimization with portfolio and terminal wealth constraints (Q2351638) (← links)
• Portfolios and risk premia for the long run (Q2428051) (← links)
• Asymptotic option price with bounded expected loss (Q2510032) (← links)
• Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
• Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
• Quadratic hedging for sequential claims with random weights in discrete time (Q2661622) (← links)
• Malliavin calculus for marked binomial processes and applications (Q2679546) (← links)
• Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield (Q2701101) (← links)
• A robust Markowitz mean-variance portfolio selection model with an intractable claim (Q2797756) (← links)
• Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963) (← links)
• Mean-Variance Hedging Under Multiple Defaults Risk (Q3194565) (← links)
• Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
• ON THE PROFIT AND LOSS DISTRIBUTION OF DYNAMIC HEDGING STRATEGIES (Q3523520) (← links)
• Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
• On Bellman's equations for mean and variance control of a Markov diffusion (Q3585322) (← links)
• Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929) (← links)
• Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
• Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056) (← links)
• Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
• A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
• Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
• Non-parametric Pricing and Hedging of Exotic Derivatives (Q4994678) (← links)