1. Other important fields of research deal with the hedging of exotic options 90 or the incorporation of the leverage effect into models without diffusion part. 91 For a more detailed discussion on possible future research;the literature 89 there are already attempts to simultaneously estimate model-parameters in P-and Q-measure yielding information on risk premia, but these investigations focus on only a few models without general jump structures,2007
2. Efficiency in Index Options Markets and Trading in Stock Baskets;L Ackert;Journal of Banking and Finance,2001
3. Optimal Hedging and Scale Invariance: A Taxonomy of Option Pricing Models
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