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~person:"Amilon, Henrik"
~person:"Kallsen, Jan"
~person:"Lo, Andrew W."
~type_genre:"Book section"
~type_genre:"Hochschulschrift"
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Second-order approximations to pricing and
hedging
in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
Saved in:
2
Hedging
in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
3
Discrete-time variance-optimal
hedging
in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Shenkman, Natalia
; …
- In:
Alternative investments and strategies : credit, …
,
(pp. 375-393)
.
2010
Persistent link: https://www.econbiz.de/10008655196
Saved in:
4
A neural network versus Black-Scholes : a comparison of pricing and
hedging
performances
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 75-100)
.
2000
Persistent link: https://www.econbiz.de/10001551221
Saved in:
5
Essays on financial models
Amilon, Henrik
-
2000
Persistent link: https://www.econbiz.de/10001534304
Saved in:
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