Pages that link to "Item:Q274837"
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The following pages link to A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837):
Displaying 3 items.
- NUMERICAL ANALYSIS ON LOCAL RISK-MINIMIZATION FOR EXPONENTIAL LÉVY MODELS (Q2800048) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
- A general Multidimensional Monte Carlo Approach for Dynamic Hedging under stochastic volatility (Q6243944) (← links)
