Pages that link to "Item:Q380555"
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The following pages link to Variance-optimal hedging for target volatility options (Q380555):
Displaying 10 items.
- Volatility-invariant hedging (Q902639) (← links)
- The volatility target effect in structured investment products with capital protection (Q1621618) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem (Q3456842) (← links)
- Volatility Targeting Using Delayed Diffusions (Q4562721) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
- TARGET VOLATILITY OPTION PRICING (Q5389102) (← links)