Pages that link to "Item:Q5377186"
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The following pages link to Static hedging and pricing of exotic options with payoff frames (Q5377186):
Displaying 22 items.
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
- Pricing and hedging power options (Q1000415) (← links)
- Static hedging of multivariate derivatives by simulation (Q1780760) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Semi-nonparametric approximation and index options (Q2292040) (← links)
- Efficient pricing of European options on two underlying assets by frame duality (Q2304872) (← links)
- Static hedging under maturity mismatch (Q2516768) (← links)
- An Efficient Transform Method for Asian Option Pricing (Q2953943) (← links)
- PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
- Hedging Option Books Using Neural-SDE Market Models (Q6112769) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
- Valuation of variable annuities under stochastic volatility and stochastic jump intensity (Q6169665) (← links)