OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045)

From MaRDI portal
Revision as of 12:01, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS
scientific article

    Statements

    title
    OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (English)
    0 references
    author
    Lorenzo Cornalba
    0 references
    Jean-Philippe Bouchaud
    0 references
    Marc Potters
    0 references
    publication date
    22 June 2005
    0 references
    zbMATH DE Number
    2177823
    0 references
    zbMATH Keywords
    Option pricing
    0 references
    hedging
    0 references
    non-Gaussian processes
    0 references
    arXiv ID
    cond-mat/0011506
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3022045&oldid=33587436"
    Powered by MediaWiki