Pages that link to "Item:Q5488979"

The following pages link to OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979):

Displaying 12 items.

• Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
• Optimal investment and price dependence in a semi-static market (Q486934) (← links)
• Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
• A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
• Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging (Q2879039) (← links)
• Pricing European Options Under Stochastic Volatilities Models (Q2960559) (← links)
• Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970) (← links)
• Optimal static quadratic hedging (Q4554507) (← links)
• A Note on Market Completeness with American Put Options (Q4561927) (← links)
• Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503) (← links)
• PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER (Q5386315) (← links)
• PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING (Q5746923) (← links)