L 2 -discrete hedging in a continuous-time model (Q4804521)
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scientific article; zbMATH DE number 1902264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | L 2 -discrete hedging in a continuous-time model |
scientific article; zbMATH DE number 1902264 |
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L 2 -discrete hedging in a continuous-time model (English)
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2002
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discrete hedging
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Black-Scholes model
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variance of replication error
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multidimensional optimal stopping problems
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optimality criterion
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