Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933)
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scientific article; zbMATH DE number 6522802
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| English | Robustness of quadratic hedging strategies in finance via Fourier transforms |
scientific article; zbMATH DE number 6522802 |
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Robustness of quadratic hedging strategies in finance via Fourier transforms (English)
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21 December 2015
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Lévy processes
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options
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quadratic hedging
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Fourier transforms
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robustness
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0.91585135
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0.88074714
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0.8747201
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0.8673372
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0.8668997
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0.86317563
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0.8617142
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0.8606921
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