Pages that link to "Item:Q4541589"
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The following pages link to Hedging lookback and partial lookback options using Malliavin calculus (Q4541589):
Displaying 6 items.
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Barrier options and their static hedges: simple derivations and extensions (Q3437386) (← links)
- Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging (Q3592748) (← links)
- Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040) (← links)
- PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS (Q5488976) (← links)
- Pricing Lookback Options and Dynamic Guarantees (Q5715904) (← links)
