Pages that link to "Item:Q3146471"
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The following pages link to Mean–variance hedging with random volatility jumps (Q3146471):
Displaying 6 items.
- Discrete hedging in the mean/variance model for European call options (Q1694668) (← links)
- On the structure of general mean-variance hedging strategies (Q2373572) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- Asset pricing with stochastic volatility (Q5929887) (← links)