2,538 followers
Quantitative Finance > Mathematical Finance Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model Aleš Černý https://t.co/171IX7urhs
Quantitative Finance > Mathematical Finance Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model Aleš Černý https://t.co/171IX7urhs
LRisk colleagues Beirlant, Schoutens & Reynkens on Hunting for black swans in the European banking sector https://t.co/jbbsxrY4zX
Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model. https://t.co/0hQLip3ZL3
Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model. (arXiv:1603.03747v1 [q-fin.MF]) https://t.co/ZvSBRzBCEI …