✦ LIBER ✦

On quadratic hedging in continuous time

✍ Scribed by Huyên Pham

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Hedging variance options on continuous s

✍ Peter Carr; Roger Lee 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 644 KB

Simultaneous Shifted Continued Fraction

✍ Harald Niederreiter; Michael Vielhaber 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 156 KB

Quadratic hedging in affine stochastic v

✍ Jan Kallsen; Richard Vierthauer 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 348 KB

On Linear-Time Algorithms for the Contin

✍ K. C. Kiwiel 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 208 KB

Adaptive control in the scalar linear-qu

✍ Alain Le Breton 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 611 KB

On Exponential Hedging and Related Quadr

✍ Jun Sekine 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 330 KB