Pages that link to "Item:Q1591779"
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The following pages link to Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779):
Displaying 19 items.
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- A path integral way to option pricing (Q1600260) (← links)
- Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329) (← links)
- Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
- A master equation approach to option pricing (Q1855544) (← links)
- Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
- Option pricing under residual risk and imperfect hedging (Q2338861) (← links)
- A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
- Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions (Q2792367) (← links)
- ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO (Q2941057) (← links)
- Historical simulation approach to the estimation of stochastic discount factor models (Q3518379) (← links)
- A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations (Q4600830) (← links)
- A non-Gaussian option pricing model with skew (Q4610259) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- The skewed multifractal random walk with applications to option smiles (Q4646792) (← links)
- Understanding option prices (Q4647596) (← links)
- Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231) (← links)
- Path shadowing Monte Carlo (Q6657695) (← links)
