Pages that link to "Item:Q4252982"
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The following pages link to Hedging of Options with a Given Probability (Q4252982):
Displaying 11 items.
- Partial hedging of American claims in a discrete market (Q260331) (← links)
- Option hedging for semimartingales (Q1176550) (← links)
- Optimal partial hedging of an American option: shifting the focus to the expiration date (Q1935932) (← links)
- A general framework for hedging and speculating with options (Q2703111) (← links)
- Option valuation and hedging with basis risk (Q2722587) (← links)
- (Q3463744) (← links)
- Can expected shortfall and Value-at-Risk be used to statically hedge options? (Q3577146) (← links)
- Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
- A variation of the Azéma martingale and drawdown options (Q5204852) (← links)
- APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
- On the existence of an efficient hedge for an American contingent claim within a discrete time market (Q5433100) (← links)