Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation (Q5372053)
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scientific article; zbMATH DE number 6797026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation |
scientific article; zbMATH DE number 6797026 |
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Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation (English)
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23 October 2017
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Delta-hedging errors
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profit and loss distribution
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discrete trading
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jump-diffusion model
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transaction cost
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