Model-free price hedge ratios for homogeneous claims on tradable assets (Q5433092): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical option pricing: A retrospection / rank
 
Normal rank
Property / cites work
 
Property / cites work: LOGNORMAL-MIXTURE DYNAMICS AND CALIBRATION TO MARKET VOLATILITY SMILES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING / rank
 
Normal rank
Property / cites work
 
Property / cites work: IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH models as diffusion approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stock Price Distributions with Stochastic Volatility: An Analytic Approach / rank
 
Normal rank

Latest revision as of 13:29, 27 June 2024

scientific article; zbMATH DE number 5221736
Language Label Description Also known as
English
Model-free price hedge ratios for homogeneous claims on tradable assets
scientific article; zbMATH DE number 5221736

    Statements

    Identifiers