Semi-Robust Replication of Barrier-Style Claims on Price and Volatility (Q5041838): Difference between revisions

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+Robust replication of volatility and hybrid derivatives on jump diffusions
+Normal rank
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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
@@ Property / cites work: PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS / rank @@
+Normal rank
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+Q4226822
@@ Property / cites work: Q4226822 / rank @@
+Normal rank
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+Model-Free Hedging
@@ Property / cites work: Model-Free Hedging / rank @@
+Normal rank
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+Optimal static quadratic hedging
@@ Property / cites work: Optimal static quadratic hedging / rank @@
+Normal rank
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550923
@@ Property / cites work: Q4550923 / rank @@
+Normal rank