Robust static hedging of barrier options in stochastic volatility models (Q1044210): Difference between revisions

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+Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
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+Robust Hedging of Barrier Options
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Robust Static Super-Replication of Barrier Options in the Black-Scholes model
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+Unicité du prolongement des solutions pour quelques opérateurs différentiels paraboliques
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+Auto-static for the people: risk-minimizing hedges of barrier options
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