Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance-Optimal Hedging for Time-Changed Lévy Processes |
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Variance-Optimal Hedging for Time-Changed Lévy Processes (English)
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3 June 2011
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variance-optimal hedging strategy
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stochastic volatility model
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Heston model
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Ornstein-Uhlenbeck model
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time-changed Lévy process
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Laplace transform
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