The following pages link to Optimal hedging in discrete time (Q5397419):
Displaying 7 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
