Pages that link to "Item:Q522068"
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The following pages link to Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068):
Displaying 5 items.
- Malliavin differentiability of indicator functions on canonical Lévy spaces (Q1640949) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Local Risk-Minimization for Barndorff-Nielsen and Shephard Models with Volatility Risk Premium (Q4604739) (← links)
- APPROXIMATE OPTION PRICING FORMULA FOR BARNDORFF-NIELSEN AND SHEPHARD MODEL (Q5066302) (← links)
- PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)
