Pages that link to "Item:Q3100366"
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The following pages link to Dynamic Hedging Under Jump Diffusion with Transaction Costs (Q3100366):
Displayed 4 items.
- Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
- Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
- The effect of modelling parameters on the value of GMWB guarantees (Q938050) (← links)
- An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)