Pages that link to "Item:Q4409038"
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The following pages link to Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038):
Displaying 7 items.
- Welfare effects of controlling labor supply: An application of the stochastic Ramsey model (Q951466) (← links)
- A note on the hedging of options by Malliavin calculus in a jump-diffusion market (Q1734184) (← links)
- Representation theorems for backward stochastic differential equations (Q1872357) (← links)
- Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)
- PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS (Q5488976) (← links)