Pages that link to "Item:Q5397451"
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The following pages link to On the performance of delta hedging strategies in exponential Lévy models (Q5397451):
Displaying 9 items.
- On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models (Q1684777) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- Comparison of local risk minimization and delta hedging strategy for exponential Lévy models (Q3121397) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
- A note on delta hedging in markets with jumps (Q5418941) (← links)
- Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (Q5448738) (← links)
- Hedging With Linear Regressions and Neural Networks (Q6620965) (← links)
- Rational hedging with a diversity of implied volatilities (Q6643152) (← links)
