OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045)

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OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS
scientific article

    Statements

    title
    OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (English)
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    author
    Lorenzo Cornalba
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    Jean-Philippe Bouchaud
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    Marc Potters
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    publication date
    22 June 2005
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    zbMATH Keywords
    Option pricing
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    hedging
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    non-Gaussian processes
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    Identifiers

    zbMATH DE Number
    2177823
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