Hedging portfolio for a market model of degenerate diffusions (Q6164116)
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scientific article; zbMATH DE number 7719471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging portfolio for a market model of degenerate diffusions |
scientific article; zbMATH DE number 7719471 |
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Hedging portfolio for a market model of degenerate diffusions (English)
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27 July 2023
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degenerate diffusion
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Malliavin calculus
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exotic option
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replicating portfolio
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Clark-Ocone formula
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