SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On quadratic hedging in continuous time · Study

ArticleShelves

ArticleOn quadratic hedging in continuous time

Huyên Pham2000

Article2000

On quadratic hedging in continuous time

92 citations·0/0 files stored·Mathematical Methods of Operations Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Risk and Portfolio Optimization Probability and Risk Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 92 citations exist upstream.

References

1981Martingales and stochastic integrals in the theory of continuous trading 1998Methods of Mathematical Finance 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1979Calcul Stochastique et Problèmes de Martingales 1990Hedging of contingent claims under incomplete information 1967On Square Integrable Martingales 2000The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets 2010A Guided Tour through Quadratic Hedging Approaches

Cited by

2005On some recent aspects of stochastic control and their applications 2012A STRUCTURAL RISK‐NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES 2004Mean-Variance Hedging and Stochastic Control: Beyond the Brownian Setting 2009HEDGING BY SEQUENTIAL REGRESSIONS REVISITED 2013Mean–variance optimal portfolios in the presence of a benchmark with applications to fraud detection 2008A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Mean‐Variance Hedging for Stochastic Volatility Modelsarticle · 13 shared references 2002Utility-Based Derivative Pricing in Incomplete Marketschapter · 12 shared references 1997Weighted norm inequalities and hedging in incomplete marketsarticle · 11 shared references 2003Backward Stochastic PDE and Imperfect Hedgingarticle · 11 shared references 2000Conservative delta hedgingarticle · 11 shared references 2010Mean–Variance Hedgingother · 11 shared references

Details

Year2000

Typearticle

Published2000-04-20

VenueMathematical Methods of Operations Research

ISSN-L1432-2994

Languageen

Citations92

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s001860050091

openalex_workW2061111595

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2010Mean–Variance Hedging