WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING (Q4226862)
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scientific article; zbMATH DE number 1253664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING |
scientific article; zbMATH DE number 1253664 |
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WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING (English)
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15 June 1999
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Wiener chaos
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arbitrage pricing
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discrete hedging strategy
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delta hedging
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