Pages that link to "Item:Q784734"
From MaRDI portal
The following pages link to Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734):
Displaying 4 items.
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Optimal hedging strategies on asymmetric functions (Q3400022) (← links)
- Newton Method for Stochastic Control Problems (Q5039281) (← links)
- Exact solitary wave solutions of the (3+1)-dimensional generalised Kadomtsev-Petviashvili Benjamin-Bona-Mahony equation (Q6599211) (← links)