Stochastic moment problem and hedging of generalized Black-Scholes options (Q651087)
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scientific article; zbMATH DE number 5987760
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic moment problem and hedging of generalized Black-Scholes options |
scientific article; zbMATH DE number 5987760 |
Statements
Stochastic moment problem and hedging of generalized Black-Scholes options (English)
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8 December 2011
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Itô stochastic differential equation
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Fisk-Stratonovich integral
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approximation
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discrete time hedging
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