On Duality Principle for Hedging Strategies in Diffusion Models (Q4925380)
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scientific article; zbMATH DE number 6174283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Duality Principle for Hedging Strategies in Diffusion Models |
scientific article; zbMATH DE number 6174283 |
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On Duality Principle for Hedging Strategies in Diffusion Models (English)
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12 June 2013
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diffusion models
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hedging strategies
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duality principles
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options
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