Asymptotics for discrete time hedging errors under fractional Black-Scholes models (Q2322589)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for discrete time hedging errors under fractional Black-Scholes models |
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Asymptotics for discrete time hedging errors under fractional Black-Scholes models (English)
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5 September 2019
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discrete time hedging error
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fractional Black-Scholes model
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fractional pathwise integral
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fractional WIS integral
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risk
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