OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628): Difference between revisions

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+W3124955375
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+An extension of mean-variance hedging to the discontinuous case
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+Mean-Variance Hedging for Stochastic Volatility Models
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+Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
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+DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup>
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+Option pricing: A simplified approach
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+The minimal entropy martingale measures for geometric Lévy processes
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+A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
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+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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+STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE
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+Option Pricing Under Incompleteness and Stochastic Volatility
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+Option Pricing With V. G. Martingale Components<sup>1</sup>
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+Q4937701
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+Option hedging for semimartingales
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+PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE
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