Construction and hedging of optimal payoffs in Lévy models (Q4976508)
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 6754929
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Construction and hedging of optimal payoffs in Lévy models |
scientific article; zbMATH DE number 6754929 |
Statements
Construction and Hedging of Optimal Payoffs in Lévy Models (English)
0 references
31 July 2017
0 references
cost efficient payoffs
0 references
Lévy model
0 references
delta hedging
0 references
Esscher measure
0 references
0 references
0 references
0.895610511302948
0 references
0.8404632806777954
0 references
0.7919944524765015
0 references
0.7580814957618713
0 references
0.7468461394309998
0 references
