QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | QUADRATIC HEDGING FOR THE BATES MODEL |
scientific article |
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QUADRATIC HEDGING FOR THE BATES MODEL (English)
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20 May 2008
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quadratic hedging
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Bates model
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stochastic volatility models with jumps
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financial modeling with jumps
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Lévy processes
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incomplete markets
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