Variance-optimal hedging for Asian options under independent increments processes (Q6188580)
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scientific article; zbMATH DE number 7801183
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| English | Variance-optimal hedging for Asian options under independent increments processes |
scientific article; zbMATH DE number 7801183 |
Statements
7 February 2024
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variance-optimal hedging
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Asian options
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Föllmer-Schweizer decomposition
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independent increments
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0.7825320959091187
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0.7807735204696655
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0.7750950455665588
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0.7727670669555664
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0.7617476582527161
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