Information on jump sizes and hedging
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Publication:2811114
DOI10.1080/17442508.2014.895356zbMath1337.62328OpenAlexW2078140838MaRDI QIDQ2811114
Publication date: 10 June 2016
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2014.895356
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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