Residual risks and hedging strategies in Markovian markets (Q1812724): Difference between revisions
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Revision as of 20:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual risks and hedging strategies in Markovian markets |
scientific article |
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Residual risks and hedging strategies in Markovian markets (English)
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25 June 1992
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right Markov processes
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symmetric Markov processes
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processes with independent increments
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options
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hedging strategies
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portfolios
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