A note on delta hedging in markets with jumps (Q5418941): Difference between revisions
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Revision as of 20:43, 5 March 2024
scientific article; zbMATH DE number 6299056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on delta hedging in markets with jumps |
scientific article; zbMATH DE number 6299056 |
Statements
A note on delta hedging in markets with jumps (English)
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30 May 2014
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delta hedging
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exact replication
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martingale representation
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Black-Merton-Scholes model
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models with jumps
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