Optimal hedging in discrete time (Q5397419): Difference between revisions

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+Back to basics: historical option pricing revisited
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+On the structure of general mean-variance hedging strategies
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+OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS
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+Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity
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+THE GARCH OPTION PRICING MODEL
@@ Property / cites work: THE GARCH OPTION PRICING MODEL / rank @@
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+A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
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+Variance-Optimal Hedging in Discrete Time
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+Q3594586
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