Pages that link to "Item:Q5422628"

The following pages link to OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628):

Displaying 9 items.

• Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
• Explicit formulas for the minimal variance hedging strategy in a martingale case (Q965780) (← links)
• Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
• On the structure of general mean-variance hedging strategies (Q2373572) (← links)
• Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) (← links)
• Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
• Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503) (← links)
• On Suboptimality of Delta Hedging for Asian Options (Q5258450) (← links)
• On the performance of delta hedging strategies in exponential Lévy models (Q5397451) (← links)