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isPartOf:"International journal of theoretical and applied finance"
~subject:"Hedging"
~subject:"Least squares method"
~type_genre:"Article in journal"
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Hedging
Least squares method
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Ankirchner, Stefan
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Milʹstejn, Grigorij N.
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International journal of theoretical and applied finance
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1
Least squares Monte Carlo credit value adjustment with small and unidirectional bias
Joshi, Mark S.
;
Kwon, Oh Kang
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686744
Saved in:
2
Estimating residual hedging risk with least-squares Monte Carlo
Ankirchner, Stefan
;
Pigorsch, Christian
;
Schweizer, Nikolaus
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
Saved in:
3
Optimal superhedging under non-convex constraints : a BSDE approach
Bender, Christian
;
Kohlmann, Michael
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10003746670
Saved in:
4
A new Monte Carlo method for American options
Milʹstejn, Grigorij N.
;
Reiß, O.
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 591-614
Persistent link: https://www.econbiz.de/10002171485
Saved in:
5
On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej
;
Vajsburd, Igor
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
Saved in:
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