Pages that link to "Item:Q5246001"
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The following pages link to Efficient hedging in general Black-Scholes model (Q5246001):
Displaying 6 items.
- Efficient hedging: cost versus shortfall risk (Q1584192) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (Q2226775) (← links)
- Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
- A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
- General Black-Scholes models accounting for increased market volatility from hedging strategies (Q4541555) (← links)