"A new lattice approach for risk-minimization hedging under generalized ..."

Junmei Ma, Chen Wang, Wei Xu (2025)

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DOI: 10.1016/J.EJOR.2024.10.002

access: closed

type: Journal Article

metadata version: 2024-12-08

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Junmei Ma, Chen Wang, Wei Xu:
A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models. Eur. J. Oper. Res. 321(3): 1021-1035 (2025)

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