Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913)
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scientific article; zbMATH DE number 7707120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of Delta Hedging in a Jump-Diffusion Model |
scientific article; zbMATH DE number 7707120 |
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Robustness of Delta Hedging in a Jump-Diffusion Model (English)
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4 July 2023
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delta hedge
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robustness
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misspecification
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good-deal
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jump-diffusion
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