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- Mordukhovich criterion 2021-09-29 Paper Bounding contingent claim prices via hedging strategy with coherent risk measures 2012-02-13 Paper...10 bytes (16 words) - 15:57, 12 December 2023
- 2023-02-03 Paper Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering 2022-10-26 Paper Pricing and hedging equity-indexed...10 bytes (17 words) - 16:20, 11 December 2023
- Valuation and hedging strategy of currency options under regime-switching jump-diffusion model 2018-01-19 Paper Risk-minimizing pricing and hedging foreign currency...10 bytes (17 words) - 18:08, 12 December 2023
- a refined closed-form approximation 2019-09-26 Paper Valuation and hedging strategy of currency options under regime-switching jump-diffusion model 2018-01-19...10 bytes (17 words) - 20:12, 13 December 2023
- irregular drift 2013-04-22 Paper THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY 2013-02-28 Paper \(\mathbf L_2\)-time regularity of BSDEs with irregular...10 bytes (16 words) - 19:20, 11 December 2023
- 2014-02-20 Paper THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS 2009-11-27 Paper European option pricing and hedging with both fixed and proportional...10 bytes (18 words) - 05:42, 7 October 2023
- formulas for the minimal variance hedging strategy in a martingale case 2010-04-26 Paper Measuring the error of dynamic hedging: a Laplace transform approach...10 bytes (16 words) - 00:47, 13 December 2023
- Publication Type Appraising the convenience of a call-based dynamical hedging strategy for an oil-company 2023-12-12 Paper Cost optimized design for the local...10 bytes (18 words) - 10:11, 11 December 2023
- Paper Misspecified asset price models and robust hedging strategies 2002-09-04 Paper Optimal hedging strategies for misspecified asset price models 2002-09-04...10 bytes (18 words) - 17:49, 12 December 2023
- Publication Date of Publication Type Option pricing and portfolio hedging under the mixed hedging strategy 2018-11-13 Paper...10 bytes (18 words) - 17:16, 24 September 2023
- Publication Date of Publication Type Nonconvergence in the Variation of the Hedging Strategy of a European Call Option 2004-10-28 Paper...10 bytes (18 words) - 12:31, 14 March 2024
- Publication Date of Publication Type Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model 2022-08-04 Paper...10 bytes (18 words) - 16:44, 24 September 2023
- Publication Date of Publication Type A feasible natural hedging strategy for insurance companies 2014-04-04 Paper...10 bytes (18 words) - 09:26, 25 September 2023
- Publication Date of Publication Type Option pricing and portfolio hedging under the mixed hedging strategy 2018-11-13 Paper https://portal.mardi4nfdi.de/entity/Q3361778...10 bytes (17 words) - 17:16, 24 September 2023
- of Publication Type The optimal dynamic hedging strategy for Nikkei 225 index and futures 2008-07-11 Paper Hedging with S&P500 and E-mini S&P500 stock index...10 bytes (18 words) - 05:33, 7 October 2023
- \(p\)-variations of Brownian semimartingales 2014-09-29 Paper Almost sure optimal hedging strategy 2014-08-06 Paper...10 bytes (16 words) - 15:33, 6 October 2023
- smooth boundary 2019-11-28 Paper A numerical scheme based on semi-static hedging strategy 2015-01-22 Paper...10 bytes (16 words) - 19:01, 6 October 2023
- Publication Date of Publication Type Hedging strategy for a portfolio of options and stocks with linear programming 2008-06-11 Paper A comparison of lattice...10 bytes (16 words) - 06:46, 7 October 2023
- CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL 2022-10-26 Paper THE HEDGING STRATEGY FOR ASIAN OPTION 2022-10-26 Paper...10 bytes (18 words) - 23:04, 27 December 2023
- variations in intratumoral blood flow: the Warburg effect as a bet hedging strategy 2018-07-05 Paper...10 bytes (16 words) - 18:45, 24 September 2023
