Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087): Difference between revisions
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| Property / DOI: 10.1016/J.APNUM.2011.08.005 / rank | |||
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Latest revision as of 23:49, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic moment problem and hedging of generalized Black-Scholes options |
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Stochastic moment problem and hedging of generalized Black-Scholes options (English)
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8 December 2011
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Itô stochastic differential equation
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Fisk-Stratonovich integral
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approximation
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discrete time hedging
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