Xing Jin

University of Maryland - Robert H. Smith School of Business

Van Munching Hall

College Park, MD 20742-1815

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

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Optimal Investment in Derivative Securities

Finance and Stochastics, Vol. 5 Issue 1
Posted: 19 Mar 2001
Peter Carr, Xing Jin and Dilip B. Madan
New York University Finance and Risk Engineering, University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business

Abstract:

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Levy process, market completeness, stochastic duality, option pricing, variance gamma model