Pages that link to "Item:Q2322589"
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The following pages link to Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589):
Displaying 8 items.
- A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422) (← links)
- On discrete time hedging errors in a fractional Black-Scholes model (Q681037) (← links)
- How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
- Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates (Q2671516) (← links)
- On robustness of the Black-Scholes partial differential equation model (Q2800055) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion (Q5086430) (← links)
- Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation (Q5372053) (← links)