2

Mean-Variance Hedging Under Partial Information

Year:
2008
Language:
english
File:
PDF, 273 KB
english, 2008
3

Stochastic Equations in the Problems of Semimartingale Parameter Estimation

Year:
2004
Language:
english
File:
PDF, 971 KB
english, 2004
4

L2-approximating Pricing under Restricted Information

Year:
2009
Language:
english
File:
PDF, 605 KB
english, 2009
11

Construction of the innovation process in a filtering problem of partially observable diffusion type

Year:
1986
Language:
english
File:
PDF, 438 KB
english, 1986
16

Optimal robust mean-variance hedging in incomplete financial markets

Year:
2008
Language:
english
File:
PDF, 270 KB
english, 2008