Hedging options under transaction costs and stochastic volatility (Q951343): Difference between revisions

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+HOPDM
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+Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model
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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+Partitioning procedures for solving mixed-variables programming problems
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+THE GARCH OPTION PRICING MODEL
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+ARCH models as diffusion approximations
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+Option hedging for semimartingales
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+Variance-Optimal Hedging in Discrete Time
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+Q4394591
@@ Property / cites work: Q4394591 / rank @@
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+Publication:951343