Measuring the error of dynamic hedging: a Laplace transform approach (Q3400796): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:38, 4 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Measuring the error of dynamic hedging: a Laplace transform approach |
scientific article |
Statements
Measuring the error of dynamic hedging: a Laplace transform approach (English)
0 references
5 February 2010
0 references
hedging strategy
0 references
contingent claim
0 references
discrete time trading
0 references
Laplace transform
0 references