Pages that link to "Item:Q1780760"
From MaRDI portal
The following pages link to Static hedging of multivariate derivatives by simulation (Q1780760):
Displaying 5 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
- Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097) (← links)
- Static Hedging of Geometric Average Asian Options with Standard Options (Q5265825) (← links)
