Pages that link to "Item:Q4859232"

The following pages link to On the minimal martingale measure and the möllmer-schweizer decomposition (Q4859232):

Displaying 50 items.

• A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
• Informed traders' hedging with news arrivals (Q282886) (← links)
• Separation results for multi-product inventory hedging problems (Q286002) (← links)
• Drift operator in a viable expansion of information flow (Q288832) (← links)
• Mean-variance hedging with oil futures (Q377447) (← links)
• Minimal martingale measure: pricing and hedging in a pure jump model under restricted information (Q424343) (← links)
• Reviewing alternative characterizations of Meixner process (Q431510) (← links)
• Optimal martingale measures for defaultable assets (Q436296) (← links)
• Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
• Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension (Q457178) (← links)
• On arbitrages arising with honest times (Q457179) (← links)
• Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
• Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
• Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
• Indifference valuation in incomplete binomial models (Q613732) (← links)
• Market viability via absence of arbitrage of the first kind (Q693030) (← links)
• Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589) (← links)
• A law of large numbers approach to valuation in life insurance (Q865608) (← links)
• Martingale measures in the market with restricted information (Q868406) (← links)
• The existence of dominating local martingale measures (Q889615) (← links)
• Pricing and hedging Asian-style options on energy (Q889623) (← links)
• Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
• The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
• The Föllmer-Schweizer decomposition: comparison and description (Q981002) (← links)
• Nonlinear stochastic integrals for hyperfinite Lévy processes (Q1000867) (← links)
• Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
• Comparing the minimal Hellinger martingale measure of order \(q\) to the \(q\)-optimal martingale measure (Q1016619) (← links)
• Martingale laws, densities and decomposition of Föllmer-Schweizer (Q1201367) (← links)
• Value preserving portfolio strategies and the minimal martingale measure (Q1298740) (← links)
• On the diversity of equity markets (Q1300422) (← links)
• Applications of the method of compactness and decomposition: minimization, convergence of martingales, multivalued Fatou lemma (Q1312941) (← links)
• On transformations of actuarial valuation principles. (Q1413264) (← links)
• Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices (Q1739058) (← links)
• Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
• Characterization of arbitrage-free markets (Q1774213) (← links)
• Additional logarithmic utility of an insider (Q1805770) (← links)
• Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
• Approximation pricing and the variance-optimal martingale measure (Q1922074) (← links)
• Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
• The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
• On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
• Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
• A minimality property of the minimal martingale measure (Q1962144) (← links)
• Time-consistent asymptotic exponential arbitrage with small probable maximum loss (Q2002169) (← links)
• Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
• BSDEs driven by cylindrical martingales with application to approximate hedging in bond markets (Q2044135) (← links)
• Stochastic integrals and two filtrations (Q2091521) (← links)
• No arbitrage in continuous financial markets (Q2190064) (← links)
• Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
• Analytical pricing of vulnerable options under a generalized jump-diffusion model (Q2260941) (← links)