Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473): Difference between revisions

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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Stochastic Volatility for Lévy Processes
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+A COUNTEREXAMPLE CONCERNING THE VARIANCE‐OPTIMAL MARTINGALE MEASURE
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+Affine processes and applications in finance
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+A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Variance-optimal hedging for processes with stationary independent increments
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+QUADRATIC HEDGING FOR THE BATES MODEL
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+Q4778955
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+Quadratic hedging in affine stochastic volatility models
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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+Q4937701
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+Publication:3004473