Pages that link to "Item:Q1673025"
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The following pages link to Optimal hedging via large deviation (Q1673025):
Displaying 8 items.
- A simple test of optimal hedging policy (Q1950751) (← links)
- Optimal futures hedging strategies based on an improved kernel density estimation method (Q2100488) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Shortfall risk in long-term hedging with short-term futures contracts (Q2771114) (← links)
- Optimal hedging strategies on asymmetric functions (Q3400022) (← links)
- HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (Q3446059) (← links)
- Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE (Q4652576) (← links)
- (Q5381137) (← links)