On Suboptimality of Delta Hedging for Asian Options (Q5258450)
From MaRDI portal
scientific article; zbMATH DE number 6450928
Language | Label | Description | Also known as |
---|---|---|---|
English | On Suboptimality of Delta Hedging for Asian Options |
scientific article; zbMATH DE number 6450928 |
Statements
On Suboptimality of Delta Hedging for Asian Options (English)
0 references
26 June 2015
0 references
delta hedging error
0 references
mean-square optimal hedging
0 references
path-dependent options
0 references
Asian options
0 references
0 references