Pages that link to "Item:Q5112725"
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The following pages link to Optimal Hedging Under Fast-Varying Stochastic Volatility (Q5112725):
Displaying 6 items.
- Variance-optimal hedging for target volatility options (Q380555) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (Q3446059) (← links)
- Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE (Q4652576) (← links)
- (Q5381137) (← links)
- Partial hedging in rough volatility models (Q6585785) (← links)