Pages that link to "Item:Q3004473"
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The following pages link to Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473):
Displaying 14 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- Pricing average options under time-changed Lévy processes (Q2447509) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
- Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Lévy Processes (Q4682477) (← links)
- On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
- Hedging strategies for energy derivatives (Q5247229) (← links)
