Pages that link to "Item:Q3100991"
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The following pages link to TRACKING ERRORS FROM DISCRETE HEDGING IN EXPONENTIAL LÉVY MODELS (Q3100991):
Displaying 10 items.
- A note on Malliavin fractional smoothness for Lévy processes and approximation (Q372808) (← links)
- Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
- A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
- OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383) (← links)
- Approximate indifference pricing in exponential Lévy models (Q4585675) (← links)
- Construction and Hedging of Optimal Payoffs in Lévy Models (Q4976508) (← links)
- <i>L</i><sup>2</sup>-convergence rate for the discretization error of functions of Lévy process (Q5086496) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- Hedging strategies for energy derivatives (Q5247229) (← links)
- Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)
