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Option pricing under residual risk and imperfect hedging - MaRDI portal

Option pricing under residual risk and imperfect hedging (Q2338861)

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Option pricing under residual risk and imperfect hedging
scientific article

    Statements

    title
    Option pricing under residual risk and imperfect hedging (English)
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    author
    Xiao-Tian Wang
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    Xiang-Qian Liang
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    Ze-Min Zhou
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    publication date
    27 March 2015
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    zbMATH Keywords
    residual risk
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    scaling
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    option pricing
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    imperfect hedging
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    asymptotic approach
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    Identifiers

    zbMATH DE Number
    6420623
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    OpenAlex ID
    W1984009353
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