Mean-Variance Hedging in Large Financial Markets
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362990903259223
Reference20 articles.
1. Diversified Portfolios in Continuous Time *
2. Residual risks and hedging strategies in Markovian markets
3. A note on completeness in large financial markets
4. Super-replication and utility maximization in large financial markets
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1. Maximizing expected utility in the Arbitrage Pricing Model;Journal of Mathematical Analysis and Applications;2017-10
2. Research on the indexed stock options’ quadratic hedging under jump-diffusion settings;Journal of Interdisciplinary Mathematics;2017-04-03
3. Measuring the Model Risk of Quadratic Risk Minimizing Hedging Strategies with an Application to Energy Markets;SSRN Electronic Journal;2014
4. Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach;Stochastic Analysis and Applications;2009-12-31
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