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Martin Haubold

  1. Semi-Static Variance-Optimal Hedging in Stochastic Volatility Models\n with Fourier Representation
    2017/09/16 by Paolo Di Tella, Di Tella, Paolo, Martin Haubold +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