Pages that link to "Item:Q3578685"
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The following pages link to Optimal liquidation of a call spread (Q3578685):
Displaying 5 items.
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Convergence of option rewards for multivariate price processes (Q2849283) (← links)
- Optimal Stopping and Reselling of European Options (Q4562221) (← links)
- RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
