Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (Q5448738)
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scientific article; zbMATH DE number 5246098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models |
scientific article; zbMATH DE number 5246098 |
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Robustness of Delta Hedging for Path-Dependent Options in Local Volatility Models (English)
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7 March 2008
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delta hedging
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local volatility
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robustness
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directional convexity
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