QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983)

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QUADRATIC HEDGING FOR THE BATES MODEL
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    title
    QUADRATIC HEDGING FOR THE BATES MODEL (English)
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    author
    Friedrich Hubalek
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    Carlo Sgarra
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    publication date
    20 May 2008
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    zbMATH DE Number
    5277127
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    zbMATH Keywords
    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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