Pages that link to "Item:Q836036"

The following pages link to Quadratic hedging in affine stochastic volatility models (Q836036):

Displaying 13 items.

• A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
• Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
• Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
• Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473) (← links)
• Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
• A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← 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)
• On the performance of delta hedging strategies in exponential Lévy models (Q5397451) (← links)