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Hedging error estimate of the american put option problem in jump-diffusion processes - MaRDI portal

Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445)

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scientific article; zbMATH DE number 7466935
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English
Hedging error estimate of the american put option problem in jump-diffusion processes
scientific article; zbMATH DE number 7466935

    Statements

    title
    Hedging error estimate of the american put option problem in jump-diffusion processes (English)
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    author
    Sultan Hussain
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    Salman Zeb
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    Muhammad Shoaib Saleem
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    Nasir Rehman
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    published in
    Filomat
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    publication date
    31 January 2022
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    zbMATH Keywords
    American option
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    jump diffusion process
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    discrete time hedging
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    cites work
    Q2725576
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    Q5436599
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    Q3974816
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    Q3914338
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    Q4229805
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    Q2734511
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    Q4863379
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    Identifiers

    DOI
    10.2298/FIL1808813H
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    Mathematics Subject Classification ID
    91G20
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    60G40
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    60J74
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    zbMATH DE Number
    7466935
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    Wikidata QID
    Q128009208
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