2

Mean-Variance Hedging for Stochastic Volatility Models

Year:
2000
Language:
english
File:
PDF, 255 KB
english, 2000
4

RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS

Year:
2011
Language:
english
File:
PDF, 192 KB
english, 2011
46

Mean–variance hedging with random volatility jumps

Year:
2002
Language:
english
File:
PDF, 218 KB
english, 2002