Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503): Difference between revisions

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+A Continuity Correction for Discrete Barrier Options
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+Robust Hedging of Barrier Options
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+OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS
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+Q3391755
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+Q2782356
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+Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
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+PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH
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+An exact analytical solution for discrete barrier options
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+Analysis of quadrature methods for pricing discrete barrier options
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+Discrete time hedging errors for options with irregular payoffs
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+Pricing Discrete European Barrier Options Using Lattice Random Walks
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+OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS
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+Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk
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+The Variance Gamma Process and Option Pricing
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