Pages that link to "Item:Q836036"
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The following pages link to Quadratic hedging in affine stochastic volatility models (Q836036):
Displaying 28 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Hedging options in the incomplete market with stochastic volatility (Q440150) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- Volatility-invariant hedging (Q902639) (← links)
- Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (Q1023678) (← links)
- Quadratic hedging for asset derivatives with discrete stochastic dividends. (Q1413392) (← links)
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
- Variance-optimal martingale measures for diffusion processes with stochastic coefficients (Q1711096) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Why are quadratic normal volatility models analytically tractable? (Q2873123) (← links)
- Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473) (← links)
- PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3100749) (← links)
- MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← links)
- Quadratic Hedging with Mixed State and Control Constraints (Q4625794) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
- Quadratic-Variation-Based Dynamic Strategies (Q4859340) (← links)
- On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
- Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053) (← links)
- On the performance of delta hedging strategies in exponential Lévy models (Q5397451) (← links)