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- finance 2010-01-25 Paper Robust static hedging of barrier options in stochastic volatility models 2009-12-11 Paper Robust static super-replication of barrier...10 bytes (18 words) - 21:55, 11 December 2023
- Publication Type Correction to: ``Static hedging of weather and price risks in electricity markets 2022-05-11 Paper Static hedging of weather and price risks...10 bytes (18 words) - 22:58, 24 September 2023
- 2015-04-08 Paper A numerical scheme based on semi-static hedging strategy 2015-01-22 Paper Semi-static hedging based on a generalized reflection principle on...10 bytes (16 words) - 19:01, 6 October 2023
- 2022-09-06 Paper Pricing and Hedging of Lookback Options in Hyper-exponential Jump Diffusion Models 2018-09-05 Paper Static hedging under maturity mismatch...10 bytes (18 words) - 03:48, 12 December 2023
- restriction and its generalization for the Wiener filter 2019-07-16 Paper Static hedging and pricing of exotic options with payoff frames 2019-05-23 Paper Energy...10 bytes (17 words) - 13:44, 10 December 2023
- Publication Date of Publication Type Hedging cryptocurrency options 2024-03-19 Paper Hedging cryptos with Bitcoin futures 2023-06-20 Paper Tail-risk protection...10 bytes (17 words) - 18:27, 13 December 2023
- indifference and dynamic-static hedging 2014-09-05 Paper PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING 2014-02-11 Paper...10 bytes (16 words) - 17:24, 24 September 2023
- Publication Date of Publication Type Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives 2010-05-27 Paper...10 bytes (16 words) - 03:12, 28 December 2023
- Publication Date of Publication Type Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion 2013-04-08...10 bytes (16 words) - 22:45, 24 September 2023
- Publication Type Explainable neural network for pricing and universal static hedging of contingent claims 2021-12-13 Paper...10 bytes (16 words) - 01:27, 25 September 2023
- Publication Type Explainable neural network for pricing and universal static hedging of contingent claims 2021-12-13 Paper...10 bytes (16 words) - 01:27, 25 September 2023
- to 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 Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit 2014-07-19 Paper...10 bytes (16 words) - 12:21, 14 March 2024
- FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 2008-09-03 Paper Static Hedging of Barrier Options with a Smile: An Inverse Problem 2003-08-19 Paper...10 bytes (17 words) - 04:43, 13 December 2023
- EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS 2016-08-26 Paper On Suboptimality of Delta Hedging for Asian Options 2015-06-26 Paper Semi-Static Hedging for GMWB...10 bytes (18 words) - 01:04, 13 December 2023
- to 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
- DYNAMIC DISCRETE-TIME MULTI-STEP MARKOV LOSS MODEL 2009-11-09 Paper The static hedging of CDO tranche correlation risk 2009-06-29 Paper...10 bytes (18 words) - 02:59, 28 December 2023
- pricing for exponential Lévy models: a residue approach 2023-06-20 Paper Static hedging and pricing of exotic options with payoff frames 2019-05-23 Paper...10 bytes (18 words) - 22:06, 27 December 2023
- indifference and dynamic-static hedging 2014-09-05 Paper PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING 2014-02-11 Paper...10 bytes (16 words) - 11:28, 6 October 2023
- in Financial Mathematics 2022-10-10 Paper STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS 2011-06-10...10 bytes (16 words) - 10:21, 24 September 2023
