Pages that link to "Item:Q2941473"
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The following pages link to Consistent Pricing of Options on Leveraged ETFs (Q2941473):
Displaying 5 items.
- Robust hedging of options on a leveraged exchange traded fund (Q670750) (← links)
- Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility (Q4635252) (← links)
- Implied Volatility of Leveraged ETF Options (Q4682478) (← links)
- Model-driven statistical arbitrage on LETF option markets (Q5212060) (← links)
- Robust replication of volatility and hybrid derivatives on jump diffusions (Q6054385) (← links)
