Pages that link to "Item:Q2800048"
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The following pages link to Numerical analysis on local risk-minimization for exponential Lévy models (Q2800048):
Displaying 9 items.
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- On the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models (Q1684777) (← links)
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Comparison of local risk minimization and delta hedging strategy for exponential Lévy models (Q3121397) (← links)
- A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus (Q4562722) (← links)
- LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
- PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)
- (Q5486561) (← links)
- A Girsanov transformed Clark-Ocone-Haussmann type formula for \(L^1\)-pure jump additive processes and its application to portfolio optimization (Q6630706) (← links)
