Pages that link to "Item:Q3022045"
From MaRDI portal
The following pages link to OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045):
Displaying 5 items.
- Option pricing and perfect hedging on correlated stocks (Q1414496) (← links)
- The valuation of no-negative equity guarantees and equity release mortgages (Q2327079) (← links)
- Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
- Optimal Hedging of American Options in Discrete Time (Q2917430) (← links)
- Optimal hedging in discrete time (Q5397419) (← links)