Wing Yan Yip

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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!

PublicationDate of PublicationType
HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET
Mathematical Finance
2010-10-15Paper
The explicit chaotic representation of the powers of increments of Lévy processes
Stochastics
2010-08-19Paper


Research outcomes over time


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