Pages that link to "Item:Q4652576"
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The following pages link to Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE (Q4652576):
Displaying 8 items.
- A least-squares/relaxation method for the numerical solution of the three-dimensional elliptic Monge-Ampère equation (Q1632246) (← links)
- Neutral and indifference pricing with stochastic correlation and volatility (Q1716937) (← links)
- Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351) (← links)
- Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems (Q2461282) (← links)
- Optimal Dynamic Momentum Strategies (Q5106353) (← links)
- A Second Order Time Integration Method for the Approximation of a Parabolic 2D Monge-Ampère Equation (Q5152810) (← links)
- Optimal Closing of a Momentum Trade (Q5299563) (← links)
- Multiplicity of solutions for a singular system with sign-changing potential (Q6612603) (← links)