Pages that link to "Item:Q5265239"
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The following pages link to APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239):
Displaying 6 items.
- (Q3102962) (← links)
- Option Pricing For Jump Diffusions: Approximations and Their Interpretation (Q4372009) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- Fast estimation of true bounds on Bermudan option prices under jump-diffusion processes (Q4619493) (← links)
- Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation (Q5372053) (← links)
- (Q5436599) (← links)