Martina Goy und Stephan Denkl - Info zur Person

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On the difference between locally risk-minimizing and delta ...

ideas.repec.org

von T Arai · · Zitiert von: 5 — Stephan Denkl & Martina Goy & Jan Kallsen & Johannes Muhle-Karbe & Arnd Pauwels, "On the performance of delta hedging strategies in exponential L vy ... › arx › papers

On the Performance of Delta Hedging Strategies in arXiv

arxiv.org

von S Denkl · · Zitiert von: 8 — ... Delta Hedging Strategies in Exponential Lévy Models. Authors:Stephan Denkl, Martina Goy, Jan Kallsen, Johannes Muhle-Karbe, Arnd Pauwels. › q-fin

EconPapers: On the performance of delta hedging strategies in...

econpapers.repec.org

By Stephan Denkl, Martina Goy, Jan Kallsen, Johannes Muhle-Karbe and Arnd Pauwels; Abstract: We consider the performance of non-optimal ...

Johannes Muhle-KarbeImperial College London

www.ma.imperial.ac.uk

On the Performance of Delta Hedging Strategies in Exponential Lévy Models, with Stephan Denkl, Martina Goy, Jan Kallsen, and Arnd Pauwels.

On the performance of delta hedging strategies in exponential ...

www.semanticscholar.org

Stephan Denkl, Martina Goy, +2 authors. Arnd Pauwels; Published 25 November 2009; Mathematics; Quantitative Finance. Abstract We consider the performance of ... › ...

Johannes Muhle-Karbe. Research Interests. Employment and Education....

docplayer.net

... Lecture Notes in Mathematical Finance 2013, Springer, On the performance of delta-strategies in exponential Lévy models (with Stephan Denkl, Martina Goy, ...

Mathematical Finance; Stochastic Processes; Stochastic Optimization....

docplayer.net

3 Johannes Muhle-Karbe On the performance of delta-strategies in exponential Lévy models (with Stephan Denkl, Martina Goy, Jan Kallsen, and Arnd Pauwels) ...

What is Delta Hedging part1(Financial Engineering) - Medium

medium.com

Author : Stephan Denkl, Martina Goy, Jan Kallsen, Johannes Muhle-Karbe, Arnd Pauwels. Abstract : We consider the performance of non-optimal hedging ... › ...

Johannes Muhle-Karbe - Imperial College London

wwwf.imperial.ac.uk

— On the Performance of Delta Hedging Strategies in Exponential Lévy Models, with Stephan Denkl, Martina Goy, Jan Kallsen, and Arnd Pauwels. › ~jmu...

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Martina Goy und Stephan Denkl Person-Info