Pages that link to "Item:Q3635008"
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The following pages link to Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach (Q3635008):
Displayed 25 items.
- Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
- Robust option pricing (Q297417) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Pricing of non-redundant derivatives in a complete market (Q375374) (← links)
- Numerical solution of a parabolic problem arising in finance (Q421803) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Tractable stochastic analysis in high dimensions via robust optimization (Q715242) (← links)
- Dynamic programming and mean-variance hedging with partial execution risk (Q836034) (← links)
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
- Mean-variance hedging via stochastic control and BSDEs for general semimartingales (Q1931322) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- Hedging derivatives on two assets with model risk (Q2180276) (← links)
- Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Semi-nonparametric approximation and index options (Q2292040) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- Pricing dynamic binary variables and their derivatives (Q2873018) (← links)
- HEDGING BY SEQUENTIAL REGRESSIONS REVISITED (Q3650924) (← links)
- Hedging European and Barrier options using stochastic optimization (Q4610264) (← links)
- Backward Stochastic PDE and Imperfect Hedging (Q4812330) (← links)
- Hedging strategies for energy derivatives (Q5247229) (← links)
- Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231) (← links)
