Pages that link to "Item:Q5433092"
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The following pages link to Model-free price hedge ratios for homogeneous claims on tradable assets (Q5433092):
Displaying 3 items.
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
- On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
