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Showing 1 - 10 results of 10 for search '"local risk minimization"', query time: 1.33s Refine Results
  1. 1
    Quadratic Criteria for Optimal Martingale Measures in Incomplete Markets
    by McWalter, Thomas Andrew
    Published 2007
    Subjects: “...local risk minimization...”
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  2. 2
    Quadratic Hedging of Basis Risk
    by Hardy Hulley, Thomas A. McWalter
    Published 2015-02-01
    Subjects: “...local risk minimization...”
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    Article
  3. 3
    HEDGING STRATEGY FOR UNIT-LINKED LIFE INSURANCE CONTRACTS WITH SELF-EXCITING JUMP CLUSTERING
    by Qian, L., Shen, Y., Wang, W., Yang, Z.
    Published 2022
    Subjects: “...Local risk-minimization...”
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    Article
  4. 4
    Couverture des produits dérivés par minimisation locale de critères de risque convexes
    by Millot, Nicolas
    Published 2012
    Subjects: “...Local risk-minimization...”
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  5. 5
    Best-Estimates in Bond Markets with Reinvestment Risk
    by Anne MacKay, Mario V. Wüthrich
    Published 2015-07-01
    Subjects: “...sequential local risk minimization...”
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    Article
  6. 6
    Marchés financiers avec une infinité d'actifs, couverture quadratique et délits d'initiés
    by Campi, Luciano
    Published 2003
    Subjects: “...local risk minimization...”
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  7. 7
    Hedging of Options in Jump-Diffusion Markets with Correlated Assets
    by Minoo Bakhshmohammadlou
    Published 2021-01-01
    Subjects: “...locally risk minimizing approach...”
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    Article
  8. 8
    Les processus additifs markoviens et leurs applications en finance mathématique
    by Momeya Ouabo, Romuald Hervé
    Published 2012
    Subjects: “...local-risk minimization...”
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  9. 9
    Les processus additifs markoviens et leurs applications en finance mathématique
    by Momeya Ouabo, Romuald Hervé
    Published 2012
    Subjects: “...local-risk minimization...”
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  10. 10
    Volterra equation for pricing and hedging in a regime switching market
    by Anindya Goswami, Ravi Kant Saini
    Published 2014-12-01
    Subjects: “...locally risk minimizing option price...”
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    Article
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