Author: Ebobisse Bille, Francois
Similar Items: Mean-variance hedging in an illiquid market
- Multi-curve bootstrapping and implied discounting curves in illiquid markets
- Modelling illiquid volatility skews
- Calibrating the LIBOR market model to swaptions with an extension for illiquidity in South Africa
- Pricing and hedging variance swaps using stochastic volatility models
- A Markowitz mean-variance analysis of hedge fund investments for multi-asset class portfolio holders in South Africa
- An Application of Deep Hedging in Pricing and Hedging Caplets on the Prime Lending Rate
Similar Items: Semilinear elliptic partial differential equations with the critical Sobolev exponent
- Solvability of Parametric Elliptic Systems with Variable Exponents
- Exponent equations in HNN-extensions
- Boundary value problems for semilinear evolution equations of compact type
- Quadratic Equations in Graph Products of Groups and the Exponent of Periodicity
- Kolmogorov-type inequalities in semilinear metric spaces
- Critical exponent of ternary words with few distinct palindromes