Arnd Pauwels
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Person:3004472
Available identifiers
zbMath Open pauwels.arndMaRDI QIDQ3004472
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 | 2014-02-20 | Paper |
| Variance-Optimal Hedging for Time-Changed Lévy Processes | 2011-06-03 | Paper |
| Variance-Optimal Hedging in General Affine Stochastic Volatility Models | 2010-06-07 | Paper |
Research outcomes over time
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