Hochschulschrift
Efficient numerical solution of the variance-optimal hedging problem in geometric Lévy models
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
München, Techn. Univ., Diss., 2009
- URN
-
urn:nbn:de:bvb:91-diss-20080919-673681-1-6
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
Ähnliche Objekte (12)
Efficient Hedging
Mean-Variance Hedging for Continuous Processes
Semistatic and sparse variance‐optimal hedging
Mean-Variance Hedging under Additional Market Information
Effect of variance swap in hedging volatility risk
Variance-Optimal Hedging for Time-Changed Lévy Processes
Mean variance hedging : a stochastic LQ control approach
Variance-optimal hedging for processes with stationary independent increments
On the structure of general mean-variance hedging strategies
Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean-Variance Hedging
Affine rough volatility models: comparison principles and variance-optimal hedging
A Note on Mean-Variance Hedging of Non-Attainable Claims
Efficient Hedging
Mean-Variance Hedging for Continuous Processes
Semistatic and sparse variance‐optimal hedging
Mean-Variance Hedging under Additional Market Information
Effect of variance swap in hedging volatility risk
Variance-Optimal Hedging for Time-Changed Lévy Processes
Mean variance hedging : a stochastic LQ control approach
Variance-optimal hedging for processes with stationary independent increments
On the structure of general mean-variance hedging strategies
Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean-Variance Hedging
Affine rough volatility models: comparison principles and variance-optimal hedging
A Note on Mean-Variance Hedging of Non-Attainable Claims
Efficient Hedging
Mean-Variance Hedging for Continuous Processes
Semistatic and sparse variance‐optimal hedging
Mean-Variance Hedging under Additional Market Information
Effect of variance swap in hedging volatility risk
Variance-Optimal Hedging for Time-Changed Lévy Processes
Mean variance hedging : a stochastic LQ control approach
Variance-optimal hedging for processes with stationary independent increments
On the structure of general mean-variance hedging strategies
Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean-Variance Hedging
Affine rough volatility models: comparison principles and variance-optimal hedging