NUMERICAL ANALYSIS ON LOCAL RISK-MINIMIZATION FOR EXPONENTIAL LÉVY MODELS (Q2800048): Difference between revisions

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+A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility
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+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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+Information on jump sizes and hedging
@@ Property / cites work: Information on jump sizes and hedging / rank @@
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+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+Q2771116
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+Q3534755
@@ Property / cites work: Q3534755 / rank @@
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+Theory of stochastic differential equations with jumps and applications.
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