Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038)

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scientific article; zbMATH DE number 1941974
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Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach
scientific article; zbMATH DE number 1941974

    Statements

    title
    Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (English)
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    author
    Hans-Peter Bermin
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    publication date
    2003
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    zbMATH Keywords
    contingent claims
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    Identifiers

    zbMATH DE Number
    1941974
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    OpenAlex ID
    W3121807603
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