Jumping hedges on the strength of the Mellin transform (Q2143532): Difference between revisions

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+https://doi.org/10.1016/j.rinam.2022.100262
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+W4223588277
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+Option pricing when underlying stock returns are discontinuous
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+Q3815091
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+Option hedging for semimartingales
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+DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup>
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+Calibration and hedging under jump diffusion
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+Dynamic Hedging Under Jump Diffusion with Transaction Costs
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+Another look at the Hartman-Watson distributions
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+Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms
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+On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics
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+Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics
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