Pages that link to "Item:Q3161739"
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The following pages link to HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739):
Displaying 4 items.
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- The explicit chaotic representation of the powers of increments of Lévy processes (Q3585333) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- (Q4718251) (← links)