Pages that link to "Item:Q5855945"
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The following pages link to Static and semistatic hedging as contrarian or conformist bets (Q5855945):
Displayed 5 items.
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- Fourier-Cosine Method for Finite-Time Gerber--Shiu Functions (Q4997380) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- Hedging Option Books Using Neural-SDE Market Models (Q6112769) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)