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~isPartOf:"Applied mathematical finance"
~isPartOf:"Mathematical Finance, 2008, 18(3), 473-492"
~person:"Baño Rollin, Sebastian del"
~person:"Howell, Sydney D."
~person:"Kallsen, Jan"
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Baño Rollin, Sebastian del
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Applied mathematical finance
Mathematical Finance, 2008, 18(3), 473-492
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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1
Mean-Variance
Hedging
and Optimal Investment in Heston's Model with Correlation
Černý, Aleš
-
2020
This paper solves the mean-variance
hedging
problem in Heston's model with a stochastic opportunity set moving … derive formulas for the
hedging
strategy and the
hedging
error …
Persistent link: https://www.econbiz.de/10012705869
Saved in:
2
Risk-neutral pricing and
hedging
of in-play football bets
Divos, Peter
;
Baño Rollin, Sebastian del
;
Bihari, Zsolt
; …
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 315-335
Persistent link: https://www.econbiz.de/10012129154
Saved in:
3
The optimal interaction between a hedge fund manager and investor
Ramirez, Hugo Eduardo
;
Johnson, Paul
;
Duck, Peter
; …
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 483-510
Persistent link: https://www.econbiz.de/10012129178
Saved in:
4
Variance-optimal
hedging
for time-changed Lévy processes
Kallsen, Jan
;
Pauwels, Arnd Philipp
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009154430
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