Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (Q5235053)
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scientific article; zbMATH DE number 7114086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation |
scientific article; zbMATH DE number 7114086 |
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Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation (English)
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7 October 2019
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variance-optimal and semi-static hedging
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volatility model
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Fourier representation
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square-integrable martingale
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