Pages that link to "Item:Q375525"
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The following pages link to Calibration and hedging under jump diffusion (Q375525):
Displayed 25 items.
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- The effect of modelling parameters on the value of GMWB guarantees (Q938050) (← links)
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- Estimation and prediction under local volatility jump-diffusion model (Q2148668) (← links)
- Stable local volatility function calibration using spline kernel (Q2393653) (← links)
- Simulation of jump diffusions and the pricing of options (Q2518535) (← links)
- A computational approach to hedging credit valuation adjustment in a jump-diffusion setting (Q2661050) (← links)
- Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model (Q2804505) (← links)
- The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives (Q2866378) (← links)
- An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
- AN IMPROVED MARKOV CHAIN APPROXIMATION METHODOLOGY: DERIVATIVES PRICING AND MODEL CALIBRATION (Q2941065) (← links)
- METHOD OF MOMENTS APPROACH TO PRICING DOUBLE BARRIER CONTRACTS IN POLYNOMIAL JUMP-DIFFUSION MODELS (Q3107935) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
- Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions (Q5014169) (← links)
- Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities (Q5014179) (← links)
- Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing (Q5014250) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- Bitcoin: jumps, convenience yields, and option prices (Q5051981) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- Efficient pricing and hedging of high-dimensional American options using deep recurrent networks (Q6158427) (← links)