Pages that link to "Item:Q3375373"
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The following pages link to The illusions of dynamic replication (Q3375373):
Displayed 7 items.
- Challenges in approximating the Black and Scholes call formula with hyperbolic tangents (Q2044805) (← links)
- An approximate distribution of delta-hedging errors in a jump-diffusion model with discrete trading and transaction costs (Q2873539) (← links)
- MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (Q3067159) (← links)
- Derman and Taleb's ‘The illusions of dynamic replication’: a comment (Q3437392) (← links)
- Static replication of barrier-type options via integral equations (Q4991074) (← links)
- Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
- A recursive method for static replication of autocallable structured products (Q5234318) (← links)