Pages that link to "Item:Q4409042"
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The following pages link to Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042):
Displaying 7 items.
- Weak approximations for Wiener functionals (Q363864) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
- Malliavin Greeks without Malliavin calculus (Q2464862) (← links)
- Hedging Large Portfolios of Options in Discrete Time* (Q3523655) (← links)
- Dynamics of solvency risk in life insurance liabilities (Q4575375) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)