3 search results - page 1 / 1 » Discrete-time, minimum-variance hedging of European continge... |
58
Voted
CDC
2009
IEEE
14 years 10 months ago
2009
IEEE
EOR
2010
14 years 7 months ago
2010
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
101
Voted
JCP
2008
15 years 12 days ago
2008
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...