Pages that link to "Item:Q3502983"
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The following pages link to QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983):
Displayed 4 items.
- A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
- Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- Hedging strategies for energy derivatives (Q5247229) (← links)