Pages that link to "Item:Q1372930"
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The following pages link to Local parametric analysis of hedging in discrete time (Q1372930):
Displaying 4 items.
- Derivative pricing based on local utility maximization (Q1848534) (← links)
- Bayesian analysis of contingent claim model error (Q1969817) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)