Pages that link to "Item:Q3437386"

The following pages link to Barrier options and their static hedges: simple derivations and extensions (Q3437386):

Displayed 8 items.

• Lookback option pricing for regime-switching jump diffusion models (Q888789) ‎ (← links)
• Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) ‎ (← links)
• Semi-static hedging based on a generalized reflection principle on a multi dimensional Brownian motion (Q1945440) ‎ (← links)
• Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) ‎ (← links)
• Optimal control of European double barrier basket options (Q3087040) ‎ (← links)
• Semi-static hedging for certain Margrabe-type options with barriers (Q3088322) ‎ (← links)
• PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS (Q3650922) ‎ (← links)
• A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132) ‎ (← links)