Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs (Q5001155)
From MaRDI portal
scientific article; zbMATH DE number 7372420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs |
scientific article; zbMATH DE number 7372420 |
Statements
Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs (English)
0 references
16 July 2021
0 references
nonlinear pay-off
0 references
static replication
0 references
equidistribution equation
0 references
convergence rate
0 references
jump-diffusion model
0 references
