Pages that link to "Item:Q3437386"
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The following pages link to Barrier options and their static hedges: simple derivations and extensions (Q3437386):
Displayed 11 items.
- An actuarial approach to pricing barrier options (Q825309) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Pricing down-and-out power options with exponentially curved barrier (Q1713232) (← links)
- Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (Q1945440) (← links)
- Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)
- Optimal control of European double barrier basket options (Q3087040) (← links)
- Semi-static hedging for certain Margrabe-type options with barriers (Q3088322) (← links)
- PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (Q3650922) (← links)
- PRICING DOUBLE BARRIER OPTIONS ON HOMOGENEOUS DIFFUSIONS: A NEUMANN SERIES OF BESSEL FUNCTIONS REPRESENTATION (Q5242954) (← links)
- A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132) (← links)