Pages that link to "Item:Q5746723"
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The following pages link to On optimal partial hedging in discrete markets (Q5746723):
Displaying 9 items.
- Partial hedging of American claims in a discrete market (Q260331) (← links)
- Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies (Q265469) (← links)
- Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← links)
- PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL (Q3022081) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography (Q5014642) (← links)
- An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044) (← links)
- Optimization Methods in Mathematical Finance (Q5746722) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)