ConceptioArchivearXiv (All)
arXiv (All)open access

Variance-Optimal Hedging in the Rough Hawkes--Heston Model

Wang, Yingli et al.
arXiv (All) · Papers · License: Open Access
Open Source ↗Direct PDF ↓
mathematicalfinanceprobability
mathematical finance, probability, primary 91g20, 91g80, secondary 60g55, 60h20, 60g57
This document is indexed with metadata only — full text is not available in the archive for this record. Open the official source ↗
Record · ID 985885
Retrieved via Conceptio — every document is proof-bundled with source, license, and retrieval metadata.