Pages that link to "Item:Q3392211"
From MaRDI portal
The following pages link to Efficient Computation of Hedging Parameters for Discretely Exercisable Options (Q3392211):
Displaying 9 items.
- The stochastic grid bundling method: efficient pricing of Bermudan options and their Greeks (Q668683) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- Efficient hedging in Bates model using high-order compact finite differences (Q2417141) (← links)
- American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
- Hedging Large Portfolios of Options in Discrete Time* (Q3523655) (← links)
- (Q5279811) (← links)
- Fast and realistic European ARCH option pricing and hedging (Q5397413) (← links)
- Simulated Greeks for American options (Q6158428) (← links)