Pages that link to "Item:Q5439044"
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The following pages link to An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044):
Displaying 8 items.
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market (Q948840) (← links)
- Optimal hedging of path-dependent options in dicalete time incomplete market (Q2790481) (← links)
- ON THE NUMERICAL ASPECTS OF OPTIMAL OPTION HEDGING WITH TRANSACTION COSTS (Q2970317) (← links)
- Efficient Computation of Hedging Parameters for Discretely Exercisable Options (Q3392211) (← links)
- Optimal hedging in an extended binomial market under transaction costs (Q5001170) (← links)
- (Q5279811) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)