Mean–variance hedging with random volatility jumps (Q3146471)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean–variance hedging with random volatility jumps |
scientific article |
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Mean–variance hedging with random volatility jumps (English)
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2002
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stochastic volatility models
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mean-variance optimal measure
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change of numéraire
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