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scientific article; zbMATH DE number 1222805
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scientific article; zbMATH DE number 1222805

    Statements

    author
    S. K. Gandhi
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    P. J. Hunt
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    publication date
    11 November 1998
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    zbMATH Keywords
    option pricing
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    hedging algorithms
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    discrete approximation
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    continuous stochastic process
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65C05
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    91G20
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    zbMATH DE Number
    1222805
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