Pages that link to "Item:Q5389100"
From MaRDI portal
The following pages link to PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100):
Displaying 7 items.
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Processes that can be embedded in a geometric Brownian motion (Q2811893) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
- DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS (Q5411740) (← links)
- Perturbation analysis of sub/super hedging problems (Q6054380) (← links)