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Conference Paper: Robust replication of volatility derivatives for time-changed Lévy Processes

TitleRobust replication of volatility derivatives for time-changed Lévy Processes
Authors
Fu, JYang, H
Issue Date2010
Citation
14th International Congress on Insurance: Mathematics and Economics (IME) 2010, Toronto, Canada, 17-19 June 2010. How to Cite?
DescriptionSession 7E Finance
Persistent Identifierhttp://hdl.handle.net/10722/127197

 

DC FieldValueLanguage
dc.contributor.authorFu, Jen_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-10-31T13:11:44Z-
dc.date.available2010-10-31T13:11:44Z-
dc.date.issued2010en_HK
dc.identifier.citation14th International Congress on Insurance: Mathematics and Economics (IME) 2010, Toronto, Canada, 17-19 June 2010.en_HK
dc.identifier.urihttp://hdl.handle.net/10722/127197-
dc.descriptionSession 7E Finance-
dc.languageengen_HK
dc.relation.ispartofInsurance: Mathematics and Economics Congress-
dc.titleRobust replication of volatility derivatives for time-changed Lévy Processesen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.hkuros173750en_HK

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