Variance-optimal hedging for processes with stationary independent increments (Q997954)
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scientific article
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| English | Variance-optimal hedging for processes with stationary independent increments |
scientific article |
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Variance-optimal hedging for processes with stationary independent increments (English)
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8 August 2007
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variance-optimal hedging
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Lévy processes
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Laplace transform
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Föllmer-Schweizer decomposition
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0.8429294228553772
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0.8288222551345825
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0.8184654712677002
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0.8137139678001404
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0.8129295706748962
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