Construction and Hedging of Optimal Payoffs in Lévy Models (Q4976508)
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scientific article; zbMATH DE number 6754929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction and Hedging of Optimal Payoffs in Lévy Models |
scientific article; zbMATH DE number 6754929 |
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Construction and Hedging of Optimal Payoffs in Lévy Models (English)
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31 July 2017
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cost efficient payoffs
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Lévy model
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delta hedging
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Esscher measure
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