Hedging efficiently under correlation (Q4555159): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/14697688.2017.1299201
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+W3122145858
@@ Property / OpenAlex ID: W3122145858 / rank @@
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@@ Property / cites work @@
+Delta-hedging vega risk?
@@ Property / cites work: Delta-hedging vega risk? / rank @@
+Normal rank
@@ Property / cites work @@
+The herd behavior index: a new measure for the implied degree of co-movement in stock markets
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@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs
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@@ Property / cites work @@
+Q3512229
@@ Property / cites work: Q3512229 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4555159