Pages that link to "Item:Q4226862"
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The following pages link to WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING (Q4226862):
Displayed 4 items.
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Chaos expansion for the solutions of stochastic differential equations (Q1285774) (← links)
- Approximating payoffs and pricing formulas (Q1583152) (← links)
- UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS (Q3523582) (← links)