Variance optimal hedging for continuous time additive processes and applications (Q2875261): Difference between revisions
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Revision as of 10:29, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance optimal hedging for continuous time additive processes and applications |
scientific article |
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Variance optimal hedging for continuous time additive processes and applications (English)
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14 August 2014
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Lévy processes
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additive processes
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variance-optimal hedging
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Föllmer-Schweizer decomposition
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electricity markets
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