A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (Q3523591)
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scientific article; zbMATH DE number 5320140
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| English | A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS |
scientific article; zbMATH DE number 5320140 |
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A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS (English)
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3 September 2008
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European options
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Taylor formula
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hedging strategy
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0.772765040397644
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0.772765040397644
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0.7633342742919922
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0.7608141899108887
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0.7602924704551697
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