Pages that link to "Item:Q5746738"
From MaRDI portal
The following pages link to Empirical performance of models for barrier option valuation (Q5746738):
Displaying 5 items.
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Performance of advanced stock price models when it becomes exotic: an empirical study (Q2701104) (← links)
- Hedging Barrier Options in GARCH Models with Transaction Costs (Q2802880) (← links)
- Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)
- PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
