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An extension of mean-variance hedging to the discontinuous case
Arai, Takuji - In: Finance and stochastics 9 (2005) 1, pp. 129-139
Persistent link: https://www.econbiz.de/10002497089
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Local risk-minimization for Barndorff-Nielsen and Shephard models
Arai, Takuji; Imai, Yuto; Suzuki, Ryoichi - In: Finance and stochastics 21 (2017) 2, pp. 551-592
Persistent link: https://www.econbiz.de/10011944406
Cover Image
An extension of mean-variance hedging to the discontinuous case
Arai, Takuji - In: Finance and stochastics 9 (2005) 1, pp. 129-140
Persistent link: https://www.econbiz.de/10008222972