APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239)
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scientific article; zbMATH DE number 6463512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES |
scientific article; zbMATH DE number 6463512 |
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APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (English)
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23 July 2015
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incomplete markets
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jump-diffusion
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hedge portfolios
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