Pages that link to "Item:Q4541525"
From MaRDI portal
The following pages link to Option pricing with hedging at fixed trading dates (Q4541525):
Displaying 5 items.
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)
- Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
- Claim pricing and hedging under market incompleteness and ``mean-variance'' preferences (Q5943941) (← links)
- A partition of unity finite element method for valuation American option under Black-Scholes model (Q6491251) (← links)
