Quant Letter: August 2024, Week-3
Weekly (59th Edition)
ArXiv
Finance
Hedging in Jump Diffusion: The study applies a jump-diffusion risky asset model to calculate the hedging strategy for a European call option, using a decision tree, table of values, and figures. (2024-08-20, shares: 6)
Causality Models for Financial Forecasting: A novel framework for financial time series forecasting is presented, using causa…
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.