Pages that link to "Item:Q4372036"
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The following pages link to CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036):
Displayed 11 items.
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Estimation of risk-neutral densities using positive convolution approximation (Q1398970) (← links)
- Approximating payoffs and pricing formulas (Q1583152) (← links)
- Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553) (← links)
- Nonparametric risk management and implied risk aversion (Q1969813) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Econometric specification of the risk neutral valuation model (Q1969816) (← links)
- Retrieving risk neutral densities based on risk neutral moments through a Gram-Charlier series expansion (Q2470214) (← links)
- Pseudospectral methods for pricing options (Q3182746) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- A moment expansion approach to option pricing (Q5697340) (← links)