Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745): Difference between revisions

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+Model-free price hedge ratios for homogeneous claims on tradable assets
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+SELF-DECOMPOSABILITY AND OPTION PRICING
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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+Sato processes and the valuation of structured products
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+Backward Stochastic Differential Equations in Finance
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+A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Contingent Claims and Market Completeness in a Stochastic Volatility Model
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+Option hedging for semimartingales
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