Efficient hedging of options with probabilistic Haar wavelets

DOI10.5402/2012/946415zbMath1266.91098WikidataQ58905489 ScholiaQ58905489MaRDI QIDQ1952693

Pedro José Catuogno, Sebastian E. Ferrando, Alfredo L. González

Publication date: 3 June 2013

Published in: ISRN Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2012/946415

Mathematics Subject Classification ID

91G20: Derivative securities (option pricing, hedging, etc.)

91G10: Portfolio theory

Cites Work

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• Martingale Theory and Pointwise Convergence of Certain Orthogonal Series