Serving the Quantitative Finance Community
-
- mesiasalfeus
- Posts: 0
- Joined:
Hedging in Levy term structure models
Hi,Can any one provide me with good reference that discusses hedging under L\'evy term structure models of Eberlein and Raible (2000).Thank you.
-
- mesiasalfeus
- Posts: 0
- Joined:
Hedging in Levy term structure models
No hedging discussed, in Raible's thesis.