Pages that link to "Item:Q4610270"
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The following pages link to Option pricing and hedging with minimum local expected shortfall (Q4610270):
Displaying 4 items.
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- Pricing and hedging of cliquet options and locally capped contracts (Q2873132) (← links)
- Optimal Hedging of American Options in Discrete Time (Q2917430) (← links)
- Can expected shortfall and Value-at-Risk be used to statically hedge options? (Q3577146) (← links)
