A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options
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- Yuji Hishida & Kenji Yasutomi, 2009. "Asymptotic behavior of prices of path dependent options," Papers 0911.5579, arXiv.org.
- Leão, Dorival & Ohashi, Alberto, 2012. "Weak Approximations for Wiener Functionals," Insper Working Papers wpe_276, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Leão, Dorival & Ohashi, Alberto, 2010. "Weak Approximations for Wiener Functionals," Insper Working Papers wpe_215, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Tebaldi, Claudio, 2005.
"Hedging using simulation: a least squares approach,"
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Elsevier, vol. 29(8), pages 1287-1312, August.
- Claudio Tebaldi, 2002. "Hedging using simulation: a least squares approach," Computing in Economics and Finance 2002 279, Society for Computational Economics.
- Lim, Andrew E.B. & Wong, Bernard, 2010. "A benchmarking approach to optimal asset allocation for insurers and pension funds," Insurance: Mathematics and Economics, Elsevier, pages 317-327.
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