Pages that link to "Item:Q4419301"
From MaRDI portal
The following pages link to PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q4419301):
Displayed 4 items.
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)