Pages that link to "Item:Q1037576"
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The following pages link to Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576):
Displaying 4 items.
- Robust static hedging of barrier options in stochastic volatility models (Q1044210) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
- Static Hedging of Geometric Average Asian Options with Standard Options (Q5265825) (← links)
- Empirical performance of models for barrier option valuation (Q5746738) (← links)