Pages that link to "Item:Q5696867"
From MaRDI portal
The following pages link to Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867):
Displaying 5 items.
- Tractable hedging with additional hedge instruments (Q539149) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)