On Feedback Effects from Hedging Derivatives (Q4213033)
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scientific article; zbMATH DE number 1208364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Feedback Effects from Hedging Derivatives |
scientific article; zbMATH DE number 1208364 |
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On Feedback Effects from Hedging Derivatives (English)
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29 November 1998
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option pricing
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Black-Scholes formula
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smile and skewness effects
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diffusion model for stock prices
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hedging strategies
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stochastic volatility
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stochastic differential equations
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