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- DIFFERENTIAL EQUATION WITH JUMPS 2022-11-22 Paper 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 Construction of an arbitrage hedging strategy in a market with assets depending on the same random factor 2015-02-02...10 bytes (18 words) - 17:12, 24 September 2023
- single crystals 2003-01-07 Paper Multi-period minimax hedging strategies 1998-10-18 Paper A robust hedging algorithm 1998-07-22 Paper Simulation of void growth...10 bytes (18 words) - 10:43, 24 September 2023
- Publication Date of Publication Type The optimal dynamic hedging strategy for Nikkei 225 index and futures 2008-07-11 Paper A VaR study of required margin...10 bytes (18 words) - 05:33, 7 October 2023
- FOR THE BLACK–SCHOLES MODEL 2022-10-26 Paper THE HEDGING STRATEGY FOR ASIAN OPTION 2022-10-26 Paper Hedging problems for Asian options with transactions costs...10 bytes (18 words) - 23:04, 27 December 2023
- contracts with surrender option 2009-10-09 Paper A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial...10 bytes (16 words) - 13:35, 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 Type Appraising the convenience of a call-based dynamical hedging strategy for an oil-company 2023-12-12 Paper Graph fragmentation problem: analysis...10 bytes (16 words) - 03:34, 7 October 2023
- Publication Type Appraising the convenience of a call-based dynamical hedging strategy for an oil-company 2023-12-12 Paper Stochastic analysis of crude oil...10 bytes (16 words) - 06:56, 7 October 2023
- problem of hedging a European call option under a random duration of transactions 2017-06-08 Paper The modified sequential hedging strategy: hedger's loss distribution...10 bytes (18 words) - 08:39, 7 October 2023
- https://portal.mardi4nfdi.de/entity/Q4887227 1997-01-19 Paper Minimax hedging strategy 1995-05-23 Paper On a free boundary problem that arises in portfolio...10 bytes (20 words) - 10:43, 24 September 2023
- Paper Mean square error for the Leland-Lott hedging strategy: convex pay-offs 2011-11-27 Paper Approximate Hedging of Contingent Claims under Transaction Costs...10 bytes (16 words) - 18:26, 6 October 2023
- mardi4nfdi.de/entity/Q3098447 2011-11-17 Paper The optimal dynamic hedging strategy for Nikkei 225 index and futures 2008-07-11 Paper A VaR study of required...10 bytes (16 words) - 08:14, 7 October 2023
- return for stochastic volatility models 2014-04-17 Paper Arbitrage hedging strategy and one more explanation of the volatility smile 2011-02-27 Paper ON...10 bytes (18 words) - 12:05, 6 October 2023
- delta hedging strategy for exponential Lévy models 2019-03-18 Paper A numerically efficient closed-form representation of mean-variance hedging for exponential...10 bytes (16 words) - 07:09, 7 October 2023
- models 2014-10-17 Paper An optimal multi-step quadratic risk-adjusted hedging strategy 2014-08-06 Paper Test for dispersion constancy in stochastic differential...10 bytes (17 words) - 20:24, 9 December 2023
- 2022-11-14 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) - 07:42, 7 October 2023
- 2019-05-15 Paper Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient 2018-12-13 Paper Approximation...10 bytes (16 words) - 00:59, 11 December 2023
- mortgages with regular tenure payments 2014-04-14 Paper A feasible natural hedging strategy for insurance companies 2014-04-04 Paper Modeling longevity risks using...10 bytes (18 words) - 02:14, 25 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 a...10 bytes (16 words) - 19:01, 6 October 2023
