Information on jump sizes and hedging (Q2811114)

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scientific article
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Information on jump sizes and hedging
scientific article

    Statements

    title
    Information on jump sizes and hedging (English)
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    author
    Wanmo Kang
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    Kiseop Lee
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    published in
    Stochastics
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    publication date
    10 June 2016
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    zbMATH Keywords
    information asymmetry
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    hedging
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    incomplete market
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    local risk minimization
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    60H30
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    91G60
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    zbMATH DE Number
    6591431
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