Abstract
Variance-Optimal Hedging for the Process Based on Non-Extensive Statistical Mechanics and Poisson Jumps Pan Zhaoa,b,c,∗ and Qingxian Xiao Business School, University of Shanghai for Science and Technology, Shanghai, China College of Finance and Mathematics, West Anhui University, Lu’an, Anhui, China Financial Risk Intelligent Control and Prevention Institute of West Anhui University, Lu’an, Anhui, China
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