Pages that link to "Item:Q2466425"

The following pages link to Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425):

Displaying 10 items.

• Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
• The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes (Q1729811) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
• Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)
• Static hedging under maturity mismatch (Q2516768) (← links)
• A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
• Hedging Barrier Options in GARCH Models with Transaction Costs (Q2802880) (← links)
• Exchangeability-type properties of asset prices (Q3173000) (← links)
• Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
• Hedging at-the-money digital options near maturity (Q6164847) (← links)