OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045): Difference between revisions
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| Property / cites work: The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes / rank | |||
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Latest revision as of 11:46, 10 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS |
scientific article |
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OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (English)
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22 June 2005
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Option pricing
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hedging
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non-Gaussian processes
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