WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING (Q4226862)
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 1253664
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING |
scientific article; zbMATH DE number 1253664 |
Statements
WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING (English)
0 references
15 June 1999
0 references
Wiener chaos
0 references
arbitrage pricing
0 references
discrete hedging strategy
0 references
delta hedging
0 references
0 references
0.88864005
0 references
0.85945415
0 references
0.8551081
0 references
0.8505087
0 references
0.8464772
0 references
0.8422927
0 references
0.8408891
0 references
0.83569336
0 references
