The following pages link to (Q2790464):
Displaying 9 items.
- Informed traders' hedging with news arrivals (Q282886) (← links)
- Comparison of numerical methods on pricing equations with non-Lévy jumps (Q330364) (← links)
- Asset liquidity and the valuation of derivative securities (Q442747) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
- Numerical study for European option pricing equations with non-levy jumps (Q4987125) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- A FINANCIAL MARKET OF A STOCHASTIC DELAY EQUATION (Q5242401) (← links)
