OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045)
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scientific article; zbMATH DE number 2177823
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS |
scientific article; zbMATH DE number 2177823 |
Statements
OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (English)
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22 June 2005
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Option pricing
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hedging
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non-Gaussian processes
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0.9130708
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0.9091871
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0.9070953
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0.8987484
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0.8984547
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0.89374363
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0.89216673
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