Pages that link to "Item:Q5397430"

The following pages link to On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430):

Displaying 3 items.

• On the investment-uncertainty relationship in a real option model with stochastic volatility (Q2637406) (← links)
• Valuing of timer path-dependent options (Q6089609) (← links)
• Hedging cryptocurrency options (Q6154211) (← links)