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~person:"Kallsen, Jan"
~isPartOf:"Applied Mathematical Finance"
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Kallsen, Jan
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Variance-Optimal
Hedging
for Time-Changed Levy Processes
Kallsen, Jan
;
Pauwels, Arnd
- In:
Applied Mathematical Finance
18
(
2011
)
1
,
pp. 1-28
In this article, we solve the variance-optimal
hedging
problem in stochastic volatility (SV) models based on time …
Persistent link: https://www.econbiz.de/10009279071
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