Crossmark

Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting

Crossref DOI link: https://doi.org/10.1080/07362994.2018.1561306

Published Online: 2019-03-19

Published Print: 2019-03-04

Update policy: https://doi.org/10.1080/tandf_crossmark_01

Authors

Daveloose, Catherine

Khedher, Asma

Vanmaele, Michèle
Funding

Funding for this research was provided by:

KPMG Center of Excellence in Risk Management

Research Foundation Flanders

Special Research Fund (BOF) of the Ghent University
License Information

Version of Record valid from 2019-03-04
More Information

Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.

Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=lsaa20

Publication History

Received: 2016-11-02

Revised: 2018-11-21

Accepted: 2018-12-06

Published: 2019-03-19