Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-319-23425-0_8
+Normal rank
@@ Property / OpenAlex ID @@
+W2229042000
@@ Property / OpenAlex ID: W2229042000 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimal martingale measures for jump diffusion processes
+Normal rank
@@ Property / cites work @@
+Approximations of small jumps of Lévy processes with a view towards simulation
+Normal rank
@@ Property / cites work @@
+A note on convergence of option prices and their Greeks for Lévy models
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with jumps and their actuarial and financial applications. BSDEs with jumps
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+The minimal entropy martingale measures for geometric Lévy processes
+Normal rank
@@ Property / cites work @@
+Actuarial bridges to dynamic hedging and option pricing
+Normal rank
@@ Property / cites work @@
+Jump-adapted discretization schemes for Lévy-driven SDEs
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank