Pages that link to "Item:Q1780760"
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The following pages link to Static hedging of multivariate derivatives by simulation (Q1780760):
Displaying 10 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Properties of optimal smooth functions in additive models for hedging multivariate derivatives (Q436951) (← links)
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (Q2013324) (← links)
- Explainable neural network for pricing and universal static hedging of contingent claims (Q2060236) (← links)
- Simplified hedge for path-dependent derivatives (Q2836214) (← links)
- Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives (Q3565097) (← links)
- Static Hedging of Geometric Average Asian Options with Standard Options (Q5265825) (← links)