Pages that link to "Item:Q2787474"
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The following pages link to Robustness of option prices and their deltas in markets modelled by jump-diffusions (Q2787474):
Displaying 14 items.
- Approximations of stochastic partial differential equations (Q303950) (← links)
- Calculations of greeks for jump diffusion processes (Q493354) (← links)
- Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
- Discretisation of FBSDEs driven by càdlàg martingales (Q892339) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics (Q4558889) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← 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)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)
- On the sensitivity analysis of spread options using Malliavin calculus (Q6558208) (← links)
