Pages that link to "Item:Q5397430"
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The following pages link to On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430):
Displaying 5 items.
- On the investment-uncertainty relationship in a real option model with stochastic volatility (Q2637406) (← links)
- Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs (Q4586034) (← links)
- Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (Q5448738) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- Hedging cryptocurrency options (Q6154211) (← links)