Pages that link to "Item:Q2170357"
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The following pages link to Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357):
Displaying 3 items.
- A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)