Pages that link to "Item:Q2725578"
From MaRDI portal
The following pages link to Hedging under stochastic volatility (Q2725578):
Displaying 16 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- An empirical comparison of two stochastic volatility models using Indian market data (Q370874) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Volatility-invariant hedging (Q902639) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Adapted hedging (Q2397784) (← links)
- Malliavin calculus in construction of hedging portfolio for the Heston model of a financial market (Q2732368) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- (Q2999794) (← links)
- (Q3162473) (← links)
- Hedging in Financial Markets (Q3395496) (← links)
- Hedging of Options with a Given Probability (Q4252982) (← links)
- PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q4419301) (← links)
- General Black-Scholes models accounting for increased market volatility from hedging strategies (Q4541555) (← links)
- Optimal Hedging Under Fast-Varying Stochastic Volatility (Q5112725) (← links)