Pages that link to "Item:Q5001155"
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The following pages link to Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs (Q5001155):
Displaying 4 items.
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Explicit pricing formulas for European option with asset exposed to double defaults risk (Q1727278) (← links)
- Option pricing for path-dependent options with assets exposed to multiple defaults risk (Q2183237) (← links)
- Pricing formula for exotic options with assets exposed to counterparty risk (Q2398763) (← links)