Pages that link to "Item:Q2786031"
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The following pages link to Pricing and hedging barrier options in a hyper-exponential additive model (Q2786031):
Displaying 3 items.
- Optimal hedging of basket barrier options with additive models and its application to equity value separation problem (Q1627805) (← links)
- Pricing external-chained barrier options with exponential barriers (Q2828687) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)