3

Lie algebra extensions of current algebras on S 3

Year:
2015
Language:
english
File:
PDF, 174 KB
english, 2015
4

Comparison of local risk minimization and delta hedging strategy for exponential Lévy models

Year:
2015
Language:
english
File:
PDF, 148 KB
english, 2015
13

Quaternifications and Extensions of Current Algebras on S3

Year:
2015
File:
PDF, 334 KB
2015
21

Local risk-minimization for Barndorff-Nielsen and Shephard models

Year:
2017
Language:
english
File:
PDF, 1.09 MB
english, 2017