Discrete-time quadratic hedging of barrier options in exponential Lévy model (Q4976503)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Discrete-time quadratic hedging of barrier options in exponential Lévy model |
scientific article; zbMATH DE number 6754925
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete-time quadratic hedging of barrier options in exponential Lévy model |
scientific article; zbMATH DE number 6754925 |
Statements
Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (English)
0 references
31 July 2017
0 references
barrier option
0 references
quadratic hedging
0 references
Lévy model
0 references
0 references
0.8550862073898315
0 references
0.8164823651313782
0 references
0.8065472841262817
0 references
0.8003492951393127
0 references
0.7978249788284302
0 references
