Hedging jump risk, expected returns and risk premia in jump-diffusion economies
type: Item
instance of: scholarly article
title: Hedging jump risk, expected returns and risk premia in jump-diffusion economies
zbMATH Open document ID: 1398.91604
DOI: 10.1080/14697688.2014.946439
published in: Quantitative Finance
publication date: 2018-09-19T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6939306
zbMATH Keywords: jump-diffusion
zbMATH Keywords: jumping time
zbMATH Keywords: hedging jump risk
zbMATH Keywords: option pricing model
zbMATH Keywords: expected return
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/14697688.2014.946439
OpenAlex ID: W2080944894
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description: scientific article; zbMATH DE number 6939306