UM

Browse/Search Results:  1-1 of 1 Help

Filters    
Selected(0)Clear Items/Page:    Sort:
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