On Quadratic Cost Criteria for Option Hedging (Q4294734)
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scientific article; zbMATH DE number 569325
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On Quadratic Cost Criteria for Option Hedging |
scientific article; zbMATH DE number 569325 |
Statements
On Quadratic Cost Criteria for Option Hedging (English)
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18 May 1994
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option pricing
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hedging of options
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stochastic processes
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square- integrable random variable
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contingent claim
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portfolio plan
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0.8259347081184387
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0.7983292937278748
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0.7786272764205933
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