Pages that link to "Item:Q5230793"
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The following pages link to Comparing of some sensitivities for nonlinear models Comparing of some sensitivities (Greeks) for nonlinear models of option pricing with market illiquidity (Q5230793):
Displaying 4 items.
- Group classification for a class of non-linear models of the RAPM type (Q2211989) (← links)
- The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
- Group Analysis of the Guéant and Pu Model of Option Pricing and Hedging (Q5050881) (← links)
- (Q5153837) (← links)