Pages that link to "Item:Q1684777"
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The following pages link to On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models (Q1684777):
Displaying 3 items.
- FFT-network for bivariate Lévy option pricing (Q2024616) (← links)
- A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
