Pages that link to "Item:Q2873539"

The following pages link to An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539):

Displayed 6 items.

• Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) ‎ (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) ‎ (← links)
• COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS (Q5111485) ‎ (← links)
• (Q5168842) ‎ (← links)
• Deep hedging (Q5234357) ‎ (← links)
• Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation (Q5372053) ‎ (← links)