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A Stieltjes Approach to Static Hedges - MaRDI portal

A Stieltjes Approach to Static Hedges (Q4561949)

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scientific article; zbMATH DE number 6993409
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A Stieltjes Approach to Static Hedges
scientific article; zbMATH DE number 6993409

    Statements

    title
    A Stieltjes Approach to Static Hedges (English)
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    author
    Michael Schmutz
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    Thomas Zürcher
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    publication date
    13 December 2018
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    zbMATH Keywords
    absolute continuity
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    bounded variation
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    static hedging
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    Stieltjes integral
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    Identifiers

    zbMATH DE Number
    6993409
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    OpenAlex ID
    W2503464
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    Wikidata QID
    Q112006638
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