Pages that link to "Item:Q3566394"
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The following pages link to Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394):
Displaying 18 items.
- A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
- Variance-optimal hedging for target volatility options (Q380555) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Affine forward variance models (Q1999593) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- General optimized lower and upper bounds for discrete and continuous arithmetic Asian options (Q2806817) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3100749) (← links)
- Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem (Q3456842) (← links)
- MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
- Evaluating discrete dynamic strategies in affine models (Q4683013) (← 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 asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
- Rational hedging with a diversity of implied volatilities (Q6643152) (← links)
