Pages that link to "Item:Q3100366"
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The following pages link to Dynamic Hedging Under Jump Diffusion with Transaction Costs (Q3100366):
Displayed 16 items.
- Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
- Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
- The effect of modelling parameters on the value of GMWB guarantees (Q938050) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Exact simulation problems for jump-diffusions (Q2513661) (← links)
- A computational approach to hedging credit valuation adjustment in a jump-diffusion setting (Q2661050) (← links)
- Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model (Q2804505) (← links)
- An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
- Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions (Q5014169) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- MARKET PRICE OF TRADING LIQUIDITY RISK AND MARKET DEPTH (Q5210916) (← links)
- A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
- Data-driven hedging of stock index options via deep learning (Q6047693) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)