Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (Q5448738)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models |
scientific article; zbMATH DE number 5246098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models |
scientific article; zbMATH DE number 5246098 |
Statements
Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (English)
0 references
7 March 2008
0 references
delta hedging
0 references
local volatility
0 references
robustness
0 references
directional convexity
0 references
