Hedging error estimate of the American put option problem in jump-diffusion processes (Q5024445)
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scientific article; zbMATH DE number 7466935
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| English | Hedging error estimate of the American put option problem in jump-diffusion processes |
scientific article; zbMATH DE number 7466935 |
Statements
Hedging error estimate of the american put option problem in jump-diffusion processes (English)
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31 January 2022
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American option
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jump diffusion process
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discrete time hedging
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0.8282396793365479
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0.8232067227363586
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0.8191725611686707
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0.8113476634025574
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0.8044152855873108
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