Reference health
Deep Quadratic Hedging
45/45 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
16 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 45 checked references that resolve
resolves10.1016/j.cam.2021.113922
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
resolves10.1007/s00332-018-9525-3
Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations
resolves10.1111/j.1467-9965.2008.00342.x
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
resolves10.1007/s11147-008-9018-x
Option pricing when correlations are stochastic: an analytical framework
resolves10.1016/j.jbankfin.2013.05.031
Smiles all around: FX joint calibration in a multi-Heston model
resolves10.1007/s40304-017-0117-6
Deep Learning-Based Numerical Methods for High-Dimensional Parabolic Partial Differential Equations and Backward Stochastic Differential Equations
resolves10.1137/21M1457606
Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework
resolves10.1073/pnas.1718942115
Solving high-dimensional partial differential equations using deep learning
resolves10.1016/0304-4149(81)90026-0
Martingales and stochastic integrals in the theory of continuous trading
resolves10.1111/1467-9965.00122
A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
resolves10.1017/CBO9780511569708.015
Numerical Comparison of Local Risk-Minimisation and Mean-Variance Hedging
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1111/j.1467-9965.1992.tb00027.x
Option Pricing Under Incompleteness and Stochastic Volatility
resolves10.1214/11-AAP835
Mean-variance hedging via stochastic control and BSDEs for general semimartingales
resolves10.1239/aap/1269611145
Variance-Optimal Hedging in General Affine Stochastic Volatility Models
resolves10.1214/aop/1019160253
Backward stochastic differential equations and partial differential equations with quadratic growth
resolves10.1016/S0304-4149(01)00133-8
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean–variance hedging
resolves10.1007/BF01191909
Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
resolves10.1287/moor.1030.0065
Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
resolves10.1214/19-AAP1486
A martingale approach for fractional Brownian motions and related path dependent PDEs
resolves10.3934/mcrf.2022051
Stochastic linear-quadratic control with a jump and regime switching on a random horizon
The 16 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref2
no DOI — not checkedref3
no DOI — not checkedOn the structure of general mean-variance hedging strategies
no DOI — not checkedref17
no DOI — not checkedref20
no DOI — not checkedref22
no DOI — not checkedHedging of contingent claims under incomplete information
no DOI — not checkedHedging of non-redundant contingent claims
no DOI — not checkedref31
no DOI — not checkedIntegrability of exponential process and its application to backward stochastic differential equations
no DOI — not checkedConvergence of the deep BSDE method for coupled FBSDEs
no DOI — not checkedADI finite difference schemes for option pricing in the Heston model with correlation
no DOI — not checkedNeural networks for option pricing and hedging: a literature review
no DOI — not checkedref59
no DOI — not checkedOptimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
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