Pages that link to "Item:Q965780"
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The following pages link to Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780):
Displaying 6 items.
- Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
- Minimax hedging strategy (Q1890890) (← links)
- Minimal variance hedging in multicurve interest rate modeling (Q2010117) (← links)
- An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques (Q4305134) (← links)
- (Q4445488) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)