Pages that link to "Item:Q3107931"
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The following pages link to SEMI-STATIC HEDGING OF BARRIER OPTIONS UNDER POISSON JUMPS (Q3107931):
Displaying 7 items.
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- Asymptotic behaviour of random maturity barrier options (Q2627710) (← links)
- Fractional Skellam processes with applications to finance (Q2939445) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- Static Hedging of Barrier Options with a Smile: An Inverse Problem (Q4421087) (← links)
- Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)