On Suboptimality of Delta Hedging for Asian Options (Q5258450)
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scientific article; zbMATH DE number 6450928
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Suboptimality of Delta Hedging for Asian Options |
scientific article; zbMATH DE number 6450928 |
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On Suboptimality of Delta Hedging for Asian Options (English)
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26 June 2015
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delta hedging error
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mean-square optimal hedging
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path-dependent options
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Asian options
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