Pages that link to "Item:Q734655"
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The following pages link to Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655):
Displaying 14 items.
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Hedging exotic derivatives through stochastic optimization (Q1274222) (← links)
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Hedging derivatives on two assets with model risk (Q2180276) (← links)
- Hedging conditional value at risk with options (Q2630117) (← links)
- (Q3160493) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE (Q4652576) (← links)
- Deep hedging (Q5234357) (← links)
- Static hedging and pricing of exotic options with payoff frames (Q5377186) (← links)
- OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) (← links)
- Hedging error as generalized timing risk (Q6158430) (← links)
- Hedging at-the-money digital options near maturity (Q6164847) (← links)
- Robust Risk-Aware Option Hedging (Q6490769) (← links)