Optimal Hedging in Incomplete Markets (Q4994350)
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scientific article; zbMATH DE number 7360748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Hedging in Incomplete Markets |
scientific article; zbMATH DE number 7360748 |
Statements
Optimal Hedging in Incomplete Markets (English)
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17 June 2021
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incomplete markets
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pricing kernels
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hedge ratios
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Brownian motion
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Lévy processes
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Lévy measures
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Lévy-Ito processes
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Poisson random measure
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simulations
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