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We review the physics opportunities of the Future Circular Collider, covering its e+e-, pp, ep and heavy ion programmes. We describe the measurement capabilities of each FCC component, addressing the study of electroweak, Higgs and strong interactions, the top quark and flavour, as well as phenomena beyond the Standard Model. We highlight the synergy and complementarity of the different colliders,...
In this paper, we consider the problem of discrete-time optimal hedging for a European contingent claim (ECC) written on multiple assets where the underlying assets are assumed to follow a vector Ito differential equation. Specifically, since the underlying asset is assumed to be a continuous-time process all discrete-time hedging strategies are non-replicable and lead to hedging errors. First, we...
This paper addresses minimum-variance hedging of European contingent claims (ECC) in the case where trading dates are discrete and fixed. A simple derivation of the minimum-variance hedging strategy is first given in a general setting. The strategy is then applied to a general class of European contingent claims written on an underlying asset whose price process is a martingale modeled by a geometric...
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