QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983): Difference between revisions

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+Mean–variance hedging with random volatility jumps
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Financial Modelling with Jump Processes
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q4274285
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+Q4229805
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+Sur l'int�grabilit� uniforme des martingales exponentielles
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+Option pricing when underlying stock returns are discontinuous
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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