Efficient hedging in general Black-Scholes model (Q5246001)
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scientific article; zbMATH DE number 6426761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient hedging in general Black-Scholes model |
scientific article; zbMATH DE number 6426761 |
Statements
17 April 2015
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efficient hedging
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European call option
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Black-Scholes model
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time-varying coefficients
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fractional Black-Scholes model
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q-fin.PR
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math.PR
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