QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983)
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scientific article; zbMATH DE number 5277127
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | QUADRATIC HEDGING FOR THE BATES MODEL |
scientific article; zbMATH DE number 5277127 |
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QUADRATIC HEDGING FOR THE BATES MODEL (English)
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20 May 2008
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quadratic hedging
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Bates model
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stochastic volatility models with jumps
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financial modeling with jumps
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Lévy processes
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incomplete markets
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0.8104798793792725
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0.8081660866737366
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0.791011393070221
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0.7839416861534119
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0.7826340198516846
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