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 |
|---|---|---|
| On the performance of delta hedging strategies in exponential Lévy models Quantitative Finance | 2014-02-20 | Paper |
| Variance-optimal hedging for time-changed Lévy processes Applied Mathematical Finance | 2011-06-03 | Paper |
| Variance-Optimal Hedging in General Affine Stochastic Volatility Models Advances in Applied Probability | 2010-06-07 | Paper |
Research outcomes over time
This page was built for person: Arnd Pauwels
