Martin Haubold
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Semistatic and sparse variance-optimal hedging Mathematical Finance | 2020-05-14 | Paper |
| Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation Journal of Applied Probability | 2019-10-07 | Paper |
| Semi-Static and Sparse Variance-Optimal Hedging (available as arXiv preprint) | 2017-09-16 | Paper |
Research outcomes over time
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