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Advanced Modelling in Mathematical Finance

Overview of attention for book
Cover of 'Advanced Modelling in Mathematical Finance'

Table of Contents

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    Book Overview
  2. Altmetric Badge
    Chapter 1 Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions
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    Chapter 2 Gamma Kernels and BSS/LSS Processes
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    Chapter 3 Explicit Computations for Some Markov Modulated Counting Processes
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    Chapter 4 Introducing Distances Between Commodity Markets: The Case of the US and UK Natural Gas
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    Chapter 5 Three Non-Gaussian Models of Dependence in Returns
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    Chapter 6 Estimation of Correlation Between Latent Processes
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    Chapter 7 Hunting for Black Swans in the European Banking Sector Using Extreme Value Analysis
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    Chapter 8 Collateralized Borrowing and Default Risk
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    Chapter 9 Model Uncertainty in a Holistic Perspective
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    Chapter 10 Option Pricing in Affine Generalized Merton Models
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    Chapter 11 Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models
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    Chapter 12 Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model
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    Chapter 13 Forward Exponential Indifference Valuation in an Incomplete Binomial Model
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    Chapter 14 Almost Surely Optimal Portfolios Under Proportional Transaction Costs
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    Chapter 15 On the Optimal Investment
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    Chapter 16 Construction and Hedging of Optimal Payoffs in Lévy Models
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    Chapter 17 No Arbitrage Theory for Bond Markets
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    Chapter 18 A Unified View of LIBOR Models
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    Chapter 19 Approximate Option Pricing in the Lévy Libor Model
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    Chapter 20 Cointegrated Commodity Markets and Pricing of Derivatives in a Non-Gaussian Framework
Attention for Chapter 12: Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model
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Chapter title
Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model
Chapter number 12
Book title
Advanced Modelling in Mathematical Finance
Published in
arXiv, January 2016
DOI 10.1007/978-3-319-45875-5_12
Book ISBNs
978-3-31-945873-1, 978-3-31-945875-5
Authors

Aleš Černý

X Demographics

X Demographics

The data shown below were collected from the profiles of 3 X users who shared this research output. Click here to find out more about how the information was compiled.
Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 4 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 4 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 2 50%
Student > Master 1 25%
Unknown 1 25%
Readers by discipline Count As %
Economics, Econometrics and Finance 2 50%
Mathematics 1 25%
Unknown 1 25%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 1. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 05 February 2024.
All research outputs
#20,086,269
of 25,552,205 outputs
Outputs from arXiv
#431,452
of 928,033 outputs
Outputs of similar age
#279,678
of 400,685 outputs
Outputs of similar age from arXiv
#4,320
of 12,475 outputs
Altmetric has tracked 25,552,205 research outputs across all sources so far. This one is in the 18th percentile – i.e., 18% of other outputs scored the same or lower than it.
So far Altmetric has tracked 928,033 research outputs from this source. They receive a mean Attention Score of 4.3. This one is in the 43rd percentile – i.e., 43% of its peers scored the same or lower than it.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 400,685 tracked outputs that were published within six weeks on either side of this one in any source. This one is in the 26th percentile – i.e., 26% of its contemporaries scored the same or lower than it.
We're also able to compare this research output to 12,475 others from the same source and published within six weeks on either side of this one. This one has gotten more attention than average, scoring higher than 50% of its contemporaries.