The following pages link to (Q2725576):
Displaying 18 items.
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Tractable hedging with additional hedge instruments (Q539149) (← links)
- On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
- Tractable stochastic analysis in high dimensions via robust optimization (Q715242) (← links)
- Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (Q763624) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
- Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
- A discrete-time Clark-Ocone formula and its application to an error analysis (Q2412512) (← links)
- Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
- Optimal Discretization of Hedging Strategies with Directional Views (Q2797752) (← links)
- Delta-hedging vega risk? (Q4610265) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- (Q5168842) (← links)
- On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)
- Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation (Q5372053) (← links)
