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Evaluating the hedging error in price processes with jumps present Journal article
Statistics and its Interface, 2013,Volume: 6,Issue: 4,Page: 413-425
Authors:  Jing B.Y.;  Kong X.B.;  Liu Z.;  Zhang B.
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/02/14
Hedging Strategy  Jump Diffusion  Quadratic Variation  Realized Bipower Variation  Thresholdvariation  Variation Of Time  Volatility  
Evaluating the hedging error in price processes with jumps present Journal article
Statistics and its Interface, 2013,Volume: 6,Issue: 4,Page: 413-425
Authors:  Jing,Bing Yi;  Kong,Xin Bing;  Liu,Zhi;  Zhang,Bo
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/11
Hedging strategy  Jump diffusion  Quadratic variation  Realized bipower variation  Thresholdvariation  Variation of time  Volatility