The following pages link to (Q3126060):
Displaying 14 items.
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Residual risks and hedging strategies in Markovian markets (Q1812724) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS (Q3005959) (← links)
- Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets (Q3006711) (← links)
- (Q3051993) (← links)
- (Q3071828) (← links)
- (Q3813572) (← links)
- (Q4868511) (← links)
- Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
