Measuring the error of dynamic hedging: a Laplace transform approach (Q3400796)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5666991
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Measuring the error of dynamic hedging: a Laplace transform approach |
scientific article; zbMATH DE number 5666991 |
Statements
Measuring the error of dynamic hedging: a Laplace transform approach (English)
0 references
5 February 2010
0 references
hedging strategy
0 references
contingent claim
0 references
discrete time trading
0 references
Laplace transform
0 references
0.815542459487915
0 references
0.8000839352607727
0 references
0.7918830513954163
0 references
0.787886917591095
0 references
0.7865615487098694
0 references
