Static Hedging under Time-Homogeneous Diffusions (Q5388686)
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scientific article; zbMATH DE number 6025783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static Hedging under Time-Homogeneous Diffusions |
scientific article; zbMATH DE number 6025783 |
Statements
Static Hedging under Time-Homogeneous Diffusions (English)
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19 April 2012
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static hedging
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barrier options
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time-homogeneous diffusions
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Sturm-Liouville theory
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method of images
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inverse transform
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Laplace transform
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