Pages that link to "Item:Q274837"

The following pages link to A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837):

Displaying 2 items.

• NUMERICAL ANALYSIS ON LOCAL RISK-MINIMIZATION FOR EXPONENTIAL LÉVY MODELS (Q2800048) (← links)
• Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)