Pages that link to "Item:Q1694668"
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The following pages link to Discrete hedging in the mean/variance model for European call options (Q1694668):
Displaying 4 items.
- Hedging of the European option in discrete time under proportional transaction costs (Q1762679) (← links)
- Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
- A portfolio approach to risk reduction in discretely rebalanced option hedges (Q2783994) (← links)
- An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques (Q4305134) (← links)