Quadratic-Variation-Based Dynamic Strategies (Q4859340)
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scientific article; zbMATH DE number 829744
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Quadratic-Variation-Based Dynamic Strategies |
scientific article; zbMATH DE number 829744 |
Statements
Quadratic-Variation-Based Dynamic Strategies (English)
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7 January 1996
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trading strategies
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quadratic variation
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Ito's lemma
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portfolio insurance
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European-style options
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0.86521447
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0.8408692
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0.83520794
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0.8267482
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0.82511777
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