Pages that link to "Item:Q468422"
From MaRDI portal
The following pages link to A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422):
Displaying 5 items.
- Correction to: ``Pricing two-asset alternating barrier options with icicles and their variations'' (Q2131927) (← links)
- Correction to: ``Semi-analytical prices for lookback and barrier options under the Heston model'' (Q2145708) (← links)
- A correction note for price dynamics in a Markovian limit order market (Q2808182) (← links)
- (Q4462239) (← links)
- Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation (Q5372053) (← links)