//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of Economic Dynamics and Control"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Diffusion limit"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bivariate diffusion limit
1
GARCH models
1
Local risk minimization
1
Martingale measure
1
Minimum variance hedge
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Badescu, Alexandru
1
Elliott, Robert J.
1
Ortega, Juan-Pablo
1
Published in...
All
Journal of Economic Dynamics and Control
Cambridge working papers in economics
3
European journal of operational research : EJOR
3
Applied Mathematical Finance
1
Cambridge-INET working papers
1
Econometric reviews
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematics of operations research
1
Operations research
1
Operations research letters
1
Post-Print / HAL
1
Stochastic Processes and their Applications
1
Working Papers / HAL
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quadratic hedging schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of Economic Dynamics and Control
42
(
2014
)
C
,
pp. 13-32
non-Gaussian GARCH
diffusion
limit
processes and link them to the corresponding discrete time counterparts. A detailed …
Persistent link: https://www.econbiz.de/10011051965
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->