Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach (Q3635008): Difference between revisions
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Revision as of 14:25, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach |
scientific article |
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Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach (English)
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3 July 2009
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derivatives
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pricing
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hedging
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stochastic optimization of hedging error
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