Measuring the error of dynamic hedging: a Laplace transform approach (Q3400796)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Measuring the error of dynamic hedging: a Laplace transform approach
scientific article

    Statements

    Measuring the error of dynamic hedging: a Laplace transform approach (English)
    0 references
    0 references
    0 references
    0 references
    5 February 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    hedging strategy
    0 references
    contingent claim
    0 references
    discrete time trading
    0 references
    Laplace transform
    0 references