The following pages link to (Q2725576):
Displaying 7 items.
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Tractable hedging with additional hedge instruments (Q539149) (← links)
- On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
- Tractable stochastic analysis in high dimensions via robust optimization (Q715242) (← links)
- Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (Q763624) (← links)
- Optimal rebalancing frequencies for multidimensional portfolios (Q1744200) (← links)
