Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503)
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scientific article; zbMATH DE number 6754925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model |
scientific article; zbMATH DE number 6754925 |
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Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (English)
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31 July 2017
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barrier option
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quadratic hedging
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Lévy model
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