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Optimal hedging via large deviation - MaRDI portal

Optimal hedging via large deviation (Q1673025)

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scientific article; zbMATH DE number 6935091
Language Label Description Also known as
English
Optimal hedging via large deviation
scientific article; zbMATH DE number 6935091

    Statements

    title
    Optimal hedging via large deviation (English)
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    published in
    Physica A
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    publication date
    11 September 2018
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    zbMATH Keywords
    econophysics
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    large deviations
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    derivative securities
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    author
    Michael J. Stutzer
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G80
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    91B80
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    zbMATH DE Number
    6935091
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    OpenAlex ID
    W1963976143
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