Pages that link to "Item:Q651087"
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The following pages link to Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087):
Displaying 5 items.
- Adaptive wavelet precise integration method for nonlinear Black-Scholes model based on variational iteration method (Q370164) (← links)
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- Weighted BMO and discrete time hedging within the Black-Scholes model (Q1775518) (← links)
- (Q3597731) (← links)
- Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE (Q4652576) (← links)