Pages that link to "Item:Q997954"
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The following pages link to Variance-optimal hedging for processes with stationary independent increments (Q997954):
Displayed 7 items.
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Variance-optimal hedging for processes with stationary independent increments (Q997954) (← links)
- Asymptotic analysis of hedging errors in models with jumps (Q1019621) (← links)
- Mean-variance hedging for discontinuous semimartingales. (Q1812496) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
- VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM‐STRUCTURE MODELS (Q5488974) (← links)
