Variance optimal hedging for exponential of additive processes and applications
For a large class of vanilla contingent claims, we establish an explicit Föllmer–Schweizer decomposition when the underlying is an exponential of an additive process. This allows to provide an efficient algorithm for solving the mean variance hedging problem.
Nostalgia and technology innovation driving retro music consumption
Purpose - Understanding a prima facie attraction of retro pop-rock by a broad spectrum of people and the role of technology innovation in driving the importance of this genre.
The endogeneous variables ruling on complementarities between governance mechanisms: a case study about Eurocontrol surveillance programs
TBD