Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach (Q3635008)
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scientific article; zbMATH DE number 5575051
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach |
scientific article; zbMATH DE number 5575051 |
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Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach (English)
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3 July 2009
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derivatives
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pricing
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hedging
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stochastic optimization of hedging error
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0.8994606
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0.8994606
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0.89877796
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0.89611053
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0.89329016
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