Pages that link to "Item:Q5410820"
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The following pages link to A note on convergence of option prices and their Greeks for Lévy models (Q5410820):
Displayed 6 items.
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795) (← links)
- Computation of the Delta in Multidimensional Jump-Diffusion Setting with Applications to Stochastic Volatility Models (Q2893286) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← links)