Pages that link to "Item:Q2873537"
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The following pages link to GARCH options via local risk minimization (Q2873537):
Displaying 5 items.
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
