scientific article
From MaRDI portal
Publication:2734511
zbMath0967.91001MaRDI QIDQ2734511
No author found.
Publication date: 15 August 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Collections of articles of miscellaneous specific interest (00B15) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to game theory, economics, and finance (91-00)
Related Items
Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters ⋮ A time-series approach to non-self-financing hedging in a discrete-time incomplete market ⋮ Optimization of mesh hierarchies in multilevel Monte Carlo samplers ⋮ Stochastic finite element methods for partial differential equations with random input data ⋮ Credit, funding, margin, and capital valuation adjustments for bilateral portfolios ⋮ Optimal Hedging in Incomplete Markets ⋮ A continuation multilevel Monte Carlo algorithm ⋮ Hedging error estimate of the american put option problem in jump-diffusion processes ⋮ Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation