Pages that link to "Item:Q1994523"
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The following pages link to Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523):
Displaying 6 items.
- It only takes a few moments to hedge options (Q1734554) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
