Pages that link to "Item:Q3523655"
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The following pages link to Hedging Large Portfolios of Options in Discrete Time* (Q3523655):
Displaying 5 items.
- Local parametric analysis of hedging in discrete time (Q1372930) (← links)
- Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329) (← links)
- Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
- A portfolio approach to risk reduction in discretely rebalanced option hedges (Q2783994) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)