The following pages link to (Q4718251):
Displaying 10 items.
- On valuing and hedging European options when volatility is estimated directly (Q439467) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Exploding hedging errors for digital options (Q1297920) (← links)
- Proactive hedging European option pricing with a general logarithmic position strategy (Q2073577) (← links)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- (Q3463744) (← links)
- Nonconvergence in the Variation of the Hedging Strategy of a European Call Option (Q4825511) (← links)
- Robustness of the Black-Scholes approach in the case of options on several assets (Q5926470) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)