Pages that link to "Item:Q3593019"
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The following pages link to Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019):
Displaying 9 items.
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
- Edokko options: a new framework of barrier options (Q1425573) (← links)
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- Robust hedging of barrier options. (Q2757315) (← links)
- A stochastic target approach for P\&L matching problems (Q2925345) (← links)
- Static Hedging of Barrier Options with a Smile: An Inverse Problem (Q4421087) (← links)
- Superhedging problem under ratio constraint: BSDE approaches with Malliavin calculus (Q6164098) (← links)