Quadratic-Variation-Based Dynamic Strategies (Q4859340)
From MaRDI portal
scientific article; zbMATH DE number 829744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic-Variation-Based Dynamic Strategies |
scientific article; zbMATH DE number 829744 |
Statements
Quadratic-Variation-Based Dynamic Strategies (English)
0 references
7 January 1996
0 references
trading strategies
0 references
quadratic variation
0 references
Ito's lemma
0 references
portfolio insurance
0 references
European-style options
0 references
