Calibration and hedging under jump diffusion (Q375525)
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scientific article; zbMATH DE number 6221367
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Calibration and hedging under jump diffusion |
scientific article; zbMATH DE number 6221367 |
Statements
Calibration and hedging under jump diffusion (English)
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31 October 2013
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jump-diffusion
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calibration
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static hedging
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dynamic hedging
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0.8115043640136719
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0.807287335395813
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0.8003547191619873
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0.7989139556884766
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