Pages that link to "Item:Q3523568"
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The following pages link to OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568):
Displaying 5 items.
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- Solving the Beck and Wieland model with optimal experimentation in \textit{DualPC} (Q2440760) (← links)
- VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047) (← links)
- DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067) (← links)
