Pages that link to "Item:Q5488979"
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The following pages link to OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS (Q5488979):
Displaying 23 items.
- Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Robust static hedging of barrier options in stochastic volatility models (Q1044210) (← links)
- Edokko options: a new framework of barrier options (Q1425573) (← links)
- Optimal hedging of basket barrier options with additive models and its application to equity value separation problem (Q1627805) (← links)
- Robust static super-replication of barrier options (Q2272291) (← links)
- Static versus dynamic hedges: an empirical comparison for barrier options (Q2466425) (← links)
- Static hedging under maturity mismatch (Q2516768) (← links)
- A note on utility indifference pricing (Q2828052) (← links)
- Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging (Q2879039) (← links)
- Pricing European Options Under Stochastic Volatilities Models (Q2960559) (← links)
- Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970) (← links)
- Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019) (← links)
- Static Hedging of Barrier Options with a Smile: An Inverse Problem (Q4421087) (← links)
- Optimal static quadratic hedging (Q4554507) (← links)
- A Note on Market Completeness with American Put Options (Q4561927) (← links)
- PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508) (← links)
- Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503) (← links)
- PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER (Q5386315) (← links)
- PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100) (← links)
- PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING (Q5746923) (← links)