Discrete-Time Quadratic-Optimal Hedging for European Contingent Claims

2015 ◽  
Author(s):  
Easwar Subramanian ◽  
Sanjay P. Bhat
Keyword(s):  
Discrete Time ◽  
Contingent Claims ◽  
Optimal Hedging

scholarly journals On the Rate of Convergence of Discrete-Time Contingent Claims

2000 ◽  
Vol 10 (1) ◽  
pp. 53-75 ◽  
Author(s):  
Steve Heston ◽  
Guofu Zhou
Keyword(s):  
Rate Of Convergence ◽  
Discrete Time ◽  
Contingent Claims

Discrete-Time, Minimum-Variance Hedging of European Contingent Claims

2009 ◽  
Author(s):  
Sanjay P. Bhat ◽  
Vijaysekhar Chellaboina ◽  
Anil Bhatia
Keyword(s):  
Discrete Time ◽  
Minimum Variance ◽  
Contingent Claims

No-Arbitrage Valuation of Contingent Claims in Discrete Time

2005 ◽  
Author(s):  
Peter Christoffersen ◽  
Redouane Elkamhi ◽  
Kris Jacobs
Keyword(s):  
Discrete Time ◽  
Contingent Claims ◽  
No Arbitrage
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