Delta hedging in discrete time under stochastic interest rate (Q2349604)
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scientific article; zbMATH DE number 6446647
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| default for all languages | No label defined |
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| English | Delta hedging in discrete time under stochastic interest rate |
scientific article; zbMATH DE number 6446647 |
Statements
Delta hedging in discrete time under stochastic interest rate (English)
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17 June 2015
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Laplace transform
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incomplete markets
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Delta hedging
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contingent claim
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stochastic interest rates
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0.791085422039032
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0.7865615487098694
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0.7820433378219604
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0.7726393342018127
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0.7719125747680664
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