Pages that link to "Item:Q5439044"
From MaRDI portal
The following pages link to An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044):
Displaying 4 items.
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317) (← links)
- Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)
