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~isPartOf:"Applied mathematical finance"
~isPartOf:"Mathematical Finance, 2008, 18(3), 473-492"
~person:"Baño Rollin, Sebastian del"
~person:"Howison, Sam"
~person:"Kallsen, Jan"
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Baño Rollin, Sebastian del
Howison, Sam
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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
Mathematical finance
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Applied Mathematical Finance
1
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1
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1
Quantitative Finance
1
Research paper series / Swiss Finance Institute
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1
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arXiv preprint 1309.7833
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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
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
Saved in:
4
On the pricing and
hedging
of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
- In:
Applied mathematical finance
11
(
2004
)
4
,
pp. 317-346
Persistent link: https://www.econbiz.de/10002458545
Saved in:
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