Pages that link to "Item:Q3566394"
From MaRDI portal
The following pages link to Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394):
Displaying 10 items.
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options (Q2806817) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
- On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
- Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)
- Rational hedging with a diversity of implied volatilities (Q6643152) (← links)
