HEDGING STRATEGY WITH LANGEVIN EVOLUTION (Q4522661)

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scientific article; zbMATH DE number 1548410
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HEDGING STRATEGY WITH LANGEVIN EVOLUTION
scientific article; zbMATH DE number 1548410

    Statements

    title
    HEDGING STRATEGY WITH LANGEVIN EVOLUTION (English)
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    publication date
    23 October 2001
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    zbMATH Keywords
    price fluctuations
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    Langevin equation
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    Lévy distribution
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    Identifiers

    zbMATH DE Number
    1548410
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