The following pages link to (Q4311840):
Displaying 7 items.
- Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- \(\mathcal E\)-martingales and their applications in mathematical finance (Q1307508) (← links)
- Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
