Pages that link to "Item:Q1044210"
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The following pages link to Robust static hedging of barrier options in stochastic volatility models (Q1044210):
Displaying 6 items.
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- A successive SDP-NSDP approach to a robust optimization problem in finance (Q2655406) (← links)
- Optimal control of European double barrier basket options (Q3087040) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- AUTOMATED OPTION PRICING: NUMERICAL METHODS (Q5411737) (← links)
