Pages that link to "Item:Q1684777"

The following pages link to On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models (Q1684777):

Displaying 7 items.

• Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
• FFT-network for bivariate Lévy option pricing (Q2024616) (← links)
• Numerical analysis on local risk-minimization for exponential Lévy models (Q2800048) (← links)
• Comparison of local risk minimization and delta hedging strategy for exponential Lévy models (Q3121397) (← links)
• A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
• Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (Q5448738) (← links)