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~isPartOf:"The journal of derivatives : JOD"
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Cosine willow tree structure under Lévy processes with application to pricing variance derivatives
Ma, Junmei
;
Xu, Wei
;
Yao, Yi
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 30-60
Persistent link: https://www.econbiz.de/10012698124
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Delta-gamma-like hedging with transaction cost under reinforcement learning technique
Xu, Wei
;
Dai, Bing
- In:
The journal of derivatives : JOD
29
(
2022
)
5
,
pp. 60-82
Persistent link: https://www.econbiz.de/10014231076
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