Pages that link to "Item:Q2438429"
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The following pages link to Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429):
Displaying 4 items.
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- Pricing and hedging Asian-style options on energy (Q889623) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- Static Hedging of Geometric Average Asian Options with Standard Options (Q5265825) (← links)