Variance optimal hedging for continuous time...
URL: https://inria.hal.science/hal-00786177
Dataset description:
For a large class of vanilla contingent claims, we establish an explicit Föllmer-Schweizer decomposition when the underlying is an exponential of an additive process. This...
Source: Variance optimal hedging for continuous time additive processes and applications
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Additional Information
| Field | Value |
|---|---|
| Data last updated | unknown |
| Metadata last updated | May 14, 2026 |
| Created | unknown |
| Format | HTML |
| License | https://about.hal.science/hal-authorisation-v1/, info:eu-repo/semantics/OpenAccess |
| Created | 5 months ago |
| Id | d1369b01-2c9d-4cff-a202-7993f5882645 |
| Package id | oai-hal-hal-00786177v1 |
| Resource type | HTML |
| State | active |