The following pages link to Optimal hedging in discrete time (Q5397419):
Displaying 20 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Optimal hedging and equilibrium in a dynamic futures market (Q751449) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- Deep hedging of long-term financial derivatives (Q2038257) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Malliavin calculus in construction of hedging portfolio for the Heston model of a financial market (Q2732368) (← links)
- (Q2741091) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- Optimal hedging strategies on asymmetric functions (Q3400022) (← links)
- HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (Q3446059) (← links)
- Hedging Large Portfolios of Options in Discrete Time* (Q3523655) (← links)
- Hedging in discrete time under transaction costs and continuous-time limit (Q4261295) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Optimal hedging using cointegration (Q4719406) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- (Q5381137) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
