Löcker, Florian. 2010. Mean-variance hedging in a pure-jump Lévy-Itô framework. CFE'10, London, Großbritannien, 10.12.-12.12..
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Mean-variance hedging in a pure-jump Lévy-Itô framework |
Event | CFE'10 |
Year | 2010 |
Date | 10.12.-12.12. |
Country | United Kingdom |
Location | London |
Associations
- People
- Löcker, Florian (Former researcher)
- Organization
- Institute for Statistics and Mathematics IN (Details)