Pages that link to "Item:Q4683013"
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The following pages link to Evaluating discrete dynamic strategies in affine models (Q4683013):
Displaying 4 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
- Delta hedging in discrete time under stochastic interest rate (Q2349604) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
