Stochastic integral representations, stochastic derivatives and minimal variance hedging (Q3148779)
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scientific article; zbMATH DE number 1804039
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| English | Stochastic integral representations, stochastic derivatives and minimal variance hedging |
scientific article; zbMATH DE number 1804039 |
Statements
Stochastic integral representations, stochastic derivatives and minimal variance hedging (English)
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7 April 2003
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stochastic derivative
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integral representation
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Lévy process
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minimal variance hedging
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0.782900333404541
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0.7731764316558838
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0.7576645016670227
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0.7547523379325867
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