Asymptotically efficient discrete hedging (Q2909990)
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scientific article; zbMATH DE number 6078922
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotically efficient discrete hedging |
scientific article; zbMATH DE number 6078922 |
Statements
Asymptotically Efficient Discrete Hedging (English)
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7 September 2012
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asymptotic efficiency
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discrete hedging
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stopping time
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Riemann sum
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0.8446747064590454
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0.8341469168663025
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0.8253955841064453
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0.8211135864257812
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0.8168728947639465
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