Pages that link to "Item:Q1618329"
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The following pages link to Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329):
Displaying 9 items.
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
- A general framework for hedging and speculating with options (Q2703111) (← links)
- A portfolio approach to risk reduction in discretely rebalanced option hedges (Q2783994) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- (Q3597731) (← links)
- MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (Q4645333) (← links)