Comparison of local risk minimization and delta hedging strategy for exponential Lévy models (Q3121397)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of local risk minimization and delta hedging strategy for exponential Lévy models |
scientific article |
Statements
Comparison of local risk minimization and delta hedging strategy for exponential Lévy models (English)
0 references
18 March 2019
0 references
local risk minimization
0 references
delta hedging strategy
0 references
fast Fourier transform
0 references
exponential Lévy models
0 references
