Pages that link to "Item:Q4994678"
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The following pages link to Non-parametric Pricing and Hedging of Exotic Derivatives (Q4994678):
Displaying 6 items.
- Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
- Static hedging and pricing of exotic options with payoff frames (Q5377186) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- Signature-Based Models: Theory and Calibration (Q6048449) (← links)
- Signature-based validation of real-world economic scenarios (Q6556606) (← links)
- Joint calibration to SPX and VIX options with signature-based models (Q6667578) (← links)