Simultaneous Calibration and Quadratic Hedging of Options

Lindström, Erik; Guo, Jingyi (2013). Simultaneous Calibration and Quadratic Hedging of Options. Quantitative and Qualitative Analysis in Social Sciences, 7, (1)
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URL:
http://www.qass.org.uk/forthcomingarticles.htm
| Published | English
Authors:
Lindström, Erik ; Guo, Jingyi
Department:
Mathematical Statistics
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Research Group:
Mathematical Finance-lup-obsolete
Financial Mathematics Group
Abstract:
abstract is not available
ISSN:
1752-8925
LUP-ID:
e87d3df9-7d9d-45ee-9936-8e095d731bed | Link: https://lup.lub.lu.se/record/e87d3df9-7d9d-45ee-9936-8e095d731bed | Statistics

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