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Mean Variance Hedging in a General Jump Model

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We consider the mean-variance hedging of a contingent claim H when the discounted price process S is an [image omitted]-valued quasi-left continuous semimartingale with bounded jumps. We relate the variance-optimal martingale measure (VOMM) to a backward semimartingale equation (BSE) and show...

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Price risk management by using dynamic hedging based on advanced Black-Scholes model

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Alpha-robust mean-variance reinsurance-investment strategy

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The secrets to successful entrepreneurship : how occupational experience shapes the creation and performance of start-ups

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What we can learn about the behaviour of firms from the average monthly frequency of price-changes : an application to the UK CPI data

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The vices and virtues of consumption choices : price promotion and consumer decision making

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Who provides the capital for Chinese growth : the public or the private sector?

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Asymmetric demand patterns for products with added nutritional benefits and products without nutritional benefits

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Abandoning innovation projects, filing patent applications and receiving foreign direct investment in R&D

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