Minimum variance hedging in a model with jumps at Poisson random times (Q5391387)
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scientific article; zbMATH DE number 5875177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum variance hedging in a model with jumps at Poisson random times |
scientific article; zbMATH DE number 5875177 |
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Minimum variance hedging in a model with jumps at Poisson random times (English)
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6 April 2011
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minimum variance hedging
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European call option
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Föllmer-Schweizer decomposition
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option price model with jumps
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minimal martingale measure
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