The following pages link to (Q4979950):
Displaying 7 items.
- Path dependence and biases in the even swaps decision analysis method (Q321062) (← links)
- Pricing of derivatives on mean-reverting assets (Q1040902) (← links)
- Optimal hedging of path-dependent options in dicalete time incomplete market (Q2790481) (← links)
- Efficient hedging of path-dependent options (Q2816961) (← links)
- Simplified hedge for path-dependent derivatives (Q2836214) (← links)
- Pricing and Hedging Path-Dependent Options Under the CEV Process (Q3114712) (← links)
- Short Communication: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: A Malliavin Representation (Q5131408) (← links)
