Pages that link to "Item:Q5388686"
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The following pages link to Static Hedging under Time-Homogeneous Diffusions (Q5388686):
Displaying 9 items.
- Model uncertainty and the pricing of American options (Q503400) (← links)
- Weak reflection principle for Lévy processes (Q894806) (← links)
- Carr-Nadtochiy's weak reflection principle for Markov chains on \(\mathbb{Z}^d\) (Q2024611) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- Optimal static quadratic hedging (Q4554507) (← links)
- A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947) (← links)
- Static replication of barrier-type options via integral equations (Q4991074) (← links)
- Hedging error as generalized timing risk (Q6158430) (← links)