Pages that link to "Item:Q3400796"
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The following pages link to Measuring the error of dynamic hedging: a Laplace transform approach (Q3400796):
Displaying 7 items.
- Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
- Delta hedging in discrete time under stochastic interest rate (Q2349604) (← links)
- Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
- On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)
