A New Approach to Minimal Variance Hedging of European Options (Part 2: The Pure-Jump Case)

MLA

Markus Hess. “A New Approach to Minimal Variance Hedging of European Options (Part 2: The Pure-Jump Case).” SSRN Electronic Journal, Jan. 2021. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsair&AN=edsair.doi...........0ad7ec0f3f83f3a5ffb18972d42a2714&authtype=sso&custid=ns315887.

APA

Markus Hess. (2021). A New Approach to Minimal Variance Hedging of European Options (Part 2: The Pure-Jump Case). SSRN Electronic Journal.

Chicago

Markus Hess. 2021. “A New Approach to Minimal Variance Hedging of European Options (Part 2: The Pure-Jump Case).” SSRN Electronic Journal, January. http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsair&AN=edsair.doi...........0ad7ec0f3f83f3a5ffb18972d42a2714&authtype=sso&custid=ns315887.