Pages that link to "Item:Q2790481"
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The following pages link to Optimal hedging of path-dependent options in dicalete time incomplete market (Q2790481):
Displaying 6 items.
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- Efficient hedging of path-dependent options (Q2816961) (← links)
- ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317) (← links)
- (Q4979950) (← links)
- Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)