Pages that link to "Item:Q1044210"
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The following pages link to Robust static hedging of barrier options in stochastic volatility models (Q1044210):
Displaying 22 items.
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- Statistical options: crash resistant financial contracts based on robust estimation (Q871038) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- An analytical approximation for single barrier options under stochastic volatility models (Q1621902) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Robust static super-replication of barrier options (Q2272291) (← links)
- Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)
- A successive SDP-NSDP approach to a robust optimization problem in finance (Q2655406) (← links)
- (Q3073111) (← links)
- Optimal control of European double barrier basket options (Q3087040) (← links)
- Robust One-Period Option Hedging (Q3392043) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019) (← links)
- Static Hedging of Barrier Options with a Smile: An Inverse Problem (Q4421087) (← links)
- Static replication of barrier-type options via integral equations (Q4991074) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
- Two asset-barrier option under stochastic volatility (Q5373915) (← links)
- PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100) (← links)
- AUTOMATED OPTION PRICING: NUMERICAL METHODS (Q5411737) (← links)
- Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (Q5448738) (← links)
- OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979) (← links)