位置：成果数据库 > 期刊 > 期刊详情页
VARIANCE-OPTIMAL HEDGING FOR TARGET VOLATILITY OPTIONS
  • ISSN号：1547-5816
  • 期刊名称：Journal of Industrial and Management Optimization
  • 时间：2014
  • 页码：207-218
  • 相关项目：几类噪声驱动的SPDE及其应用
作者： Wang,Xingchun, Wang,Yongjin|
同期刊论文项目
几类噪声驱动的SPDE及其应用
期刊论文 15
同项目期刊论文
Skew Ornstein–Uhlenbeck processes and their financial applications
<span> </span> <br /> <span style="color:black;font-family:宋体;font-size:14
Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing
Lévy risk model with two-sided jumps and a barrier dividend strategy
On a stochastic heat equation with first order fractional noises and applications to finance
First hitting times for doubly skewed Ornstein–Uhlenbeck processes
<span style="color:black;font-family:宋体;font-size:14pt;">Stochastic Cahn-Hilliard eq
Large deviation for the nonlocal Kuramoto–Sivashinsky SPDE
<span> </span> <br /><b><span style="font-family:;" times-bold&
Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures
On a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises