The following pages link to (Q5436599):
Displaying 29 items.
- A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- The longstaff-Schwartz algorithm for Lévy models: results on fast and slow convergence (Q535203) (← links)
- Index of function inversion (Q619396) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
- Volatility smile as relativistic effect (Q1620616) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- Minimal variance hedging in multicurve interest rate modeling (Q2010117) (← links)
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- Approximate indifference pricing in exponential Lévy models (Q4585675) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
- On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
- Optimal Hedging in Incomplete Markets (Q4994350) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS (Q5111485) (← links)
- CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL (Q5237548) (← links)
- Data-driven hedging of stock index options via deep learning (Q6047693) (← links)
- Approximation of stochastic integrals with jumps via weighted BMO approach (Q6620078) (← links)
