Pages that link to "Item:Q997954"

The following pages link to Variance-optimal hedging for processes with stationary independent increments (Q997954):

Displaying 30 items.

• Variance-optimal hedging for target volatility options (Q380555) (← links)
• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• Model risk and discretisation of locally risk-minimising strategies (Q730515) (← links)
• Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
• Quantization causes waves: smooth finitely computable functions are affine (Q895585) (← links)
• Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
• Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
• Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
• Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
• Portfolio management with benchmark related incentives under mean reverting processes (Q1621923) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
• Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
• Delta hedging in discrete time under stochastic interest rate (Q2349604) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
• Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
• Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
• Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
• A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
• Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
• BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk (Q2813078) (← links)
• Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
• A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
• Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473) (← links)
• FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
• Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)
• VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM‐STRUCTURE MODELS (Q5488974) (← links)