Pages that link to "Item:Q1274222"
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The following pages link to Hedging exotic derivatives through stochastic optimization (Q1274222):
Displaying 5 items.
- Malliavin calculus in construction of hedging portfolio for the Heston model of a financial market (Q2732368) (← links)
- WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING (Q4226862) (← links)
- Optimal Execution of Derivatives: A Taylor Expansion Approach (Q4593606) (← links)
- Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128) (← links)
- Static hedging and pricing of exotic options with payoff frames (Q5377186) (← links)