Di Tella, Paolo
- Semi-Static Variance-Optimal Hedging in Stochastic Volatility Models\n with Fourier Representation
2017/09/16 by Paolo Di Tella, Martin Haubold, Di Tella, Paolo +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications
- Semi-Static and Sparse Variance-Optimal Hedging
2017/09/16 by Di Tella, Paolo, Haubold, Martin, Keller-Ressel, Martin · 1 citation
#60H30 #91G20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- On The Weak Representation Property in Progressively Enlarged Filtrations with an Application to Exponential Utility Maximization
2018/03/29 by Di Tella, Paolo · 1 citation
#60G46 #60G57 #60H05 #60H30 #FOS: Mathematics #Probability (math.PR)