Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Advances in mathematical economics
1. Verfasser: Arai, Takuji (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2016
Schlagworte:
Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Disintegration of young measures and nonlinear analysis 2020 Maruyama, Tōru
Some regularity estimates for diffusion semigroups with Dirichlet boundary conditions 2020 Kusuoka, Shigeo
Infinite horizon optimal control of non-convex problems under state constraints 2020 Frankowska, Hélène
Complicated dynamics and parametric restrictions in the Robinson-Solow-Srinivasan (RSS) model 2020 Khan, M. Ali
Evolution problems with time-dependent subdifferential operators 2020 Castaing, Charles
The nonemptiness of the inner core 2020 Inoue, Tomoki
Second-order evolution problems with time-dependent maximal monotone operator and applications 2018 Castaing, Charles
Plausible equilibria and backward payoff-keeping behavior 2018 Hosoya, Yukhi
A two-sector growth model with credit market imperfections and production externalities 2018 Kunieda, Takuma
Numercial analysis on quadratic hedging strategies for normal inverse Gaussian models 2018 Arai, Takuji
A unified approach to convergence theorems of nonlinear integrals 2018 Kawabe, Jun
Some problems in second order evolution inclusions with boundary condition : a variational approach 2017 Castaing, Charles
Bolza optimal control problems with linear equations and periodic convex integrands on large intervals 2017 Zaslavskij, Aleksandr J.
On sufficiently-diffused information in Bayesian games : a dialectical formalization 2017 Khan, M. Ali
On supermartingale problems 2017 Kusuoka, Shigeo
Real radicals and finite convergence of polynominal optimization problems 2016 Sekiguchi, Yoshiyuki
Survey of the theory of extremal problems 2016 Tichomirov, Vladimir M.
Fourier analysis of periodic weakly stationary processes : a note on Slutsky's observation 2016 Maruyama, Tōru
On differentiated and indivisible commodities : an expository re-framing of Mas-Colell's 1975 model 2016 Khan, M. Ali
Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium 2016 Arai, Takuji
Alle Artikel auflisten