Jumping hedges on the strength of the Mellin transform (Q2143532): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.rinam.2022.100262 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4223588277 / rank | |||
Normal rank | |||
Revision as of 18:05, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jumping hedges on the strength of the Mellin transform |
scientific article |
Statements
Jumping hedges on the strength of the Mellin transform (English)
0 references
31 May 2022
0 references
financial derivatives
0 references
hedging
0 references
trading strategy
0 references
jump-diffusion process
0 references
Mellin transform
0 references
partial integro-differential equation
0 references
