The following pages link to Optimal static quadratic hedging (Q4554507):
Displaying 11 items.
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- Static hedging of weather and price risks in electricity markets (Q2069163) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- A class of quadratic options for exchange rate stabilization (Q2654411) (← links)
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- UTILITY INDIFFERENCE PRICING OF INTEREST-RATE GUARANTEES (Q3632194) (← links)
- Quadratic Hedging with Mixed State and Control Constraints (Q4625794) (← links)
- Quadratic-Variation-Based Dynamic Strategies (Q4859340) (← links)
- Semi-Robust Replication of Barrier-Style Claims on Price and Volatility (Q5041838) (← links)
- Robust replication of volatility and hybrid derivatives on jump diffusions (Q6054385) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)