Pages that link to "Item:Q4372036"

The following pages link to CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036):

Displayed 11 items.

• Hedging using simulation: a least squares approach (Q956433) ‎ (← links)
• Estimation of risk-neutral densities using positive convolution approximation (Q1398970) ‎ (← links)
• Approximating payoffs and pricing formulas (Q1583152) ‎ (← links)
• Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553) ‎ (← links)
• Nonparametric risk management and implied risk aversion (Q1969813) ‎ (← links)
• American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) ‎ (← links)
• Econometric specification of the risk neutral valuation model (Q1969816) ‎ (← links)
• Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) ‎ (← links)
• Pseudospectral methods for pricing options (Q3182746) ‎ (← links)
• DYNAMIC FACTOR MODELS (Q4471130) ‎ (← links)
• A moment expansion approach to option pricing (Q5697340) ‎ (← links)