Pages that link to "Item:Q692029"
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The following pages link to Approximations and asymptotics of upper hedging prices in multinomial models (Q692029):
Displaying 3 items.
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity (Q2300963) (← links)
- Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities (Q4652577) (← links)