Pages that link to "Item:Q2511561"
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The following pages link to Almost sure optimal hedging strategy (Q2511561):
Displaying 13 items.
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions (Q1621616) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- Parametric inference for diffusions observed at stopping times (Q2188470) (← links)
- Trading with small nonlinear price impact (Q2192738) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
- Asymptotic optimal tracking: feedback strategies (Q4584679) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- Model-adaptive optimal discretization of stochastic integrals (Q5086427) (← links)
- Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)
- When to efficiently rebalance a portfolio (Q6657698) (← links)
