Wang, Xingchun; Wang, Yongjin Hedging strategies for discretely monitored Asian options under Lévy processes. (English) Zbl 1285.91132 J. Ind. Manag. Optim. 10, No. 4, 1209-1224 (2014). MSC: 91G20 60G51 91G60 PDFBibTeX XMLCite \textit{X. Wang} and \textit{Y. Wang}, J. Ind. Manag. Optim. 10, No. 4, 1209--1224 (2014; Zbl 1285.91132) Full Text: DOI
Wang, Xingchun; Wang, Yongjin Variance-optimal hedging for target volatility options. (English) Zbl 1275.91127 J. Ind. Manag. Optim. 10, No. 1, 207-218 (2014). MSC: 91G10 60G51 PDFBibTeX XMLCite \textit{X. Wang} and \textit{Y. Wang}, J. Ind. Manag. Optim. 10, No. 1, 207--218 (2014; Zbl 1275.91127) Full Text: DOI