The following pages link to Optimal static quadratic hedging (Q4554507):
Displaying 4 items.
- Static hedging of weather and price risks in electricity markets (Q2069163) (← links)
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- Semi-Robust Replication of Barrier-Style Claims on Price and Volatility (Q5041838) (← links)
- Robust replication of volatility and hybrid derivatives on jump diffusions (Q6054385) (← links)
