Mean–variance hedging with random volatility jumps
نویسندگان
چکیده
منابع مشابه
Hedging with Options in Models with Jumps
1 CMAP-Ecole Polytechnique, France and Center for Financial Engineering, Columbia University, New York, [email protected] 2 Paris VII University and INRIA, Université Paris VII, Laboratoire de Probabilités et Modèles Aléatoires Case courier 7012 2, Place Jussieu, 75251 Paris, France, [email protected] 3 Université Toulouse 1 Sciences Sociales, GREMAQ, 21, allée de Brienne, 31000 Toulo...
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ژورنال
عنوان ژورنال: Stochastic Analysis and Applications
سال: 2002
ISSN: 0736-2994,1532-9356
DOI: 10.1081/sap-120004112