Pages that link to "Item:Q4305134"
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The following pages link to An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques (Q4305134):
Displaying 6 items.
- Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- Delta hedging in discrete time under stochastic interest rate (Q2349604) (← links)
- A portfolio approach to risk reduction in discretely rebalanced option hedges (Q2783994) (← links)
- On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)
- Delta hedging bitcoin options with a smile (Q6158441) (← links)