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Faculty of Scien... [1]
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LIU ZHI [1]
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Journal article [2]
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2013 [2]
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英語English [2]
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Statistics and i... [2]
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Evaluating the hedging error in price processes with jumps present
Journal article
Jing B.Y., Kong X.B., Liu Z., Zhang B.. Evaluating the hedging error in price processes with jumps present[J]. Statistics and its Interface, 2013, 6(4), 413-425.
Authors:
Jing B.Y.
;
Kong X.B.
;
Liu Z.
;
Zhang B.
Favorite
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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
Jing,Bing Yi, Kong,Xin Bing, Liu,Zhi, Zhang,Bo. Evaluating the hedging error in price processes with jumps present[J]. Statistics and its Interface, 2013, 6(4), 413-425.
Authors:
Jing,Bing Yi
;
Kong,Xin Bing
;
Liu,Zhi
;
Zhang,Bo
Favorite
|
TC[WOS]:
0
TC[Scopus]:
0
IF:
0.3
/
0.4
|
Submit date：2021/03/11
Hedging Strategy
Jump Diffusion
Quadratic Variation
Realized Bipower Variation
Thresholdvariation
Variation Of Time
Volatility
