Pages that link to "Item:Q380555"
From MaRDI portal
The following pages link to Variance-optimal hedging for target volatility options (Q380555):
Displayed 5 items.
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
- Volatility Targeting Using Delayed Diffusions (Q4562721) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
- (Q6188580) (← links)