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95
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FS
2010
109views more  FS 2010»
15 years 4 months ago
Mean square error for the Leland-Lott hedging strategy: convex pay-offs
Emmanuel Denis, Yuri Kabanov
101
Voted
FS
2010
102views more  FS 2010»
15 years 4 months ago
Exponential utility maximization under partial information
Michael Mania, Marina Santacroce
124
Voted
FS
2010
120views more  FS 2010»
15 years 4 months ago
From implied to spot volatilities
Valdo Durrleman
137
Voted
FS
2010
458views more  FS 2010»
15 years 4 months ago
Risk-neutral compatibility with option prices
Jean Jacod, Philip Protter