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Economy & Finance Realized and implied index skews, jumps, and the failure of the minimum-variance hedging

1. Realized and implied index skews, jumps, and the failure of the minimum-variance hedging Artur Sepp Global Risk Analytics Bank of America Merrill Lynch, London [email protected]

Economy & Finance An Approximate Distribution of Delta-Hedging Errors in a Jump-Diffusion Model with Discrete Trading ...

1. An Approximate Distribution of Delta-Hedging Errors in aJump-Diusion Model with Discrete Trading and TransactionCostsArtur SeppBank of America Merrill [email protected]