Asymptotic analysis of hedging errors in models with jumps (Q1019621)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic analysis of hedging errors in models with jumps |
scientific article; zbMATH DE number 5561599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of hedging errors in models with jumps |
scientific article; zbMATH DE number 5561599 |
Statements
Asymptotic analysis of hedging errors in models with jumps (English)
0 references
4 June 2009
0 references
discrete hedging
0 references
weak convergence
0 references
Lévy process
0 references
0 references
0 references
0 references
0 references
0 references
