Pages that link to "Item:Q2873539"
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The following pages link to An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539):
Displaying 6 items.
- Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
- COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS (Q5111485) (← links)
- (Q5168842) (← links)
- Deep hedging (Q5234357) (← links)
- Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation (Q5372053) (← links)
