Pages that link to "Item:Q3536740"
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The following pages link to Comparison results for path-dependent options (Q3536740):
Displaying 9 items.
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Monotone convex order for the McKean-Vlasov processes (Q2169075) (← links)
- How to use self-similarities to discover similarities of path-dependent options (Q2725586) (← links)
- Path averaged option value criteria for selecting better options (Q2817582) (← links)
- Optimality of payoffs in Lévy models (Q2929383) (← links)
- Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach (Q5270095) (← links)
- (Q5705853) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- Convex ordering for stochastic Volterra equations and their Euler schemes (Q6659475) (← links)