PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING (Q5746923): Difference between revisions

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+.3503
@@ Property / arXiv ID: 1209.3503 / rank @@
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+On a quasi-linear parabolic equation occurring in aerodynamics
+Normal rank
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+OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS
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+Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
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+Spectral estimation for locally stationary time series with missing observations
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+Analysis of operator splitting for advection-diffusion-reaction problems from air pollution modelling
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+An example of indifference prices under exponential preferences
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+Neutral and Indifference Portfolio Pricing, Hedging and Investing
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+W2964078720
@@ Property / OpenAlex ID: W2964078720 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5746923