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Simple robust hedging with nearby contracts
Wu, Liuren, (2017)
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej, (2020)
Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša, (2003)
A hybrid tree-finite difference approach for the Heston model
Briani, Maya, (2013)
A robust tree method for pricing American options with CIR stochastic interest rate
Appolloni, Elisa, (2013)
A mixed PDE-Monte Carlo approcha for pricing credit default index swaptions
Bally, Vlad, (2006)